Stability of nonlinear AR(1) time series with delay-Reference-Cited by-同舟云学术

Stability of nonlinear AR(1) time series with delay

Published:1999-08 Issue:2 Volume:82 Page:307-333
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Cline Daren B.H.,Pu Huay-min H.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference28 articles.

1. The geometrical ergodicity of nonlinear autoregressive models;An;Statist. Sinica,1996

2. Ergodicity of first order autoregressive models;Bhattacharya;J. Theoret. Probab.,1995

3. Chan, K.S., 1990. Deterministic stability, stochastic stability, and ergodicity. In: H. Ton, Appendix 1 in Non-linear Time Series Analysis: A Dynamical System Approach. Oxford University Press, London.

4. Chan, K.S., 1993. A review of some limit theorems of Markov chains and their applications. In: H. Tong (Ed.), Dimensions, Estimation and Models. World Scientific, Singapore, pp. 108–1135.

5. A multiple threshold AR(1) model;Chan;J. Appl. Probab.,1985

Cited by 13 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations;Studies in Nonlinear Dynamics & Econometrics;2022-06-27

2. Elements of Nonlinear Time Series Analysis and Forecasting;Springer Series in Statistics;2017

3. Self-exciting threshold binomial autoregressive processes;AStA Advances in Statistical Analysis;2015-12-17

4. Toward a practical approach for ergodicity analysis;2015-09-21

5. NULL RECURRENT UNIT ROOT PROCESSES;Econometric Theory;2011-08-02