Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Algebra and Number Theory,Analysis
Link
http://link.springer.com/content/pdf/10.1186/1687-1847-2014-99.pdf
Reference16 articles.
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3. Tong H: Threshold Models in Nonlinear Time Series Analysis. Springer, New York; 1983.
4. Fan J, Yao Q: Nonlinear Time Series: Nonparametric and Parametric Methods. Springer, New York; 2003.
5. Tang MT, Wang YY: On nonergodicity for nonparametric autoregressive models. Adv. Differ. Equ. 2013., 2013: Article ID 200
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