Strict stationarity of ar(p) processes generated by nonlinear random functions with additive perturbations
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Publication:4935422
DOI10.1080/03610929908832436zbMath0947.60030OpenAlexW2070971935MaRDI QIDQ4935422
Publication date: 1 November 2000
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929908832436
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Cites Work
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- Limit theorems for stochastically perturbed dynamical systems
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