{"entities":{"Q1182687":{"pageid":1193436,"ns":120,"title":"Item:Q1182687","lastrevid":70202601,"modified":"2026-04-13T13:08:26Z","type":"item","id":"Q1182687","labels":{"en":{"language":"en","value":"On the ergodicity of \\(TAR(1)\\) processes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 31787"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1182687$8CB62159-E11A-4A4C-91B7-846CF670F4FE","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"93176d86a67c22142436093fcd3ad99b6d6e31e8","datavalue":{"value":{"text":"On the ergodicity of \\(TAR(1)\\) processes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1182687$5ABC8B25-3A92-4F3D-B19F-94E6AC018A77","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"24bfa687e3741e9768c06bab38c9e0bae5a8f3ab","datavalue":{"value":"0795.93099","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1182687$8388B7E7-5019-43BC-B48C-F466ACD02ACD","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"3c1487aaed565a8f5171c9336eb47492d565565f","datavalue":{"value":{"entity-type":"item","numeric-id":254339,"id":"Q254339"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1182687$BD92BAC2-4B09-459E-89D8-20171F46C7A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"36f536acded597f313799fa781dd888a4fe0b6a9","datavalue":{"value":{"entity-type":"item","numeric-id":205407,"id":"Q205407"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1182687$726C3797-01AF-455A-A842-A193FEA0D3DD","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e04a4b352e727282a8f30f5809a3df145fda07dd","datavalue":{"value":{"entity-type":"item","numeric-id":81240,"id":"Q81240"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1182687$F3716E12-0122-4B1F-903E-E5F35DA9C58F","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"120787504bea9565def539fb4bfb19084956028b","datavalue":{"value":{"time":"+1992-06-28T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1182687$7B34BAA7-8820-4585-8940-1A96BF8691AE","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"c3761473461b138c60e718d3491565d54912e404","datavalue":{"value":"The authors consider the ergodicity of first-order autoregressive models or TAR(1)-models. Although the dynamic is linear at each step (with additive iid noise), \\(X_ n= c_ i X_{n-1}+ e_ n\\), the model is nonlinear, since the factor \\(c_ i\\) (\\(i=1\\) or 2) depends on the sign of \\(X_{n-d}\\), \\(d\\) the delay parameter.   Given iid and integrable random variables \\(e_ n\\), for general delay \\(d\\), the authors describe the domain in the parameter space \\((c_ 1,c_ 2)\\) for which \\((X_ n)\\) is geometrically ergodic: Necessary and sufficient conditions are given in terms of \\(c_ 1\\) and \\(c_ 2\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q1182687$F5DAA776-035A-4E55-8032-BC1ACABCEA24","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"c72308024c44712d1b45ccc4033303f9087db880","datavalue":{"value":"93E15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1182687$D8996CB7-157E-41E8-B2F6-C96B415387C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1a9a20c16e14977aabce86aca077afc2aca3644","datavalue":{"value":"93E03","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1182687$2F09499E-0F06-4DA8-8779-EF419B4E32BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"8c3a7678e788608ec4877eed0c7585e06c0f97ef","datavalue":{"value":"62M99","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1182687$EA612463-C60D-4CA6-A1D7-141A91CED88E","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"17cee4017c2138d2e841180fe3bd061829a03bea","datavalue":{"value":"31787","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1182687$4B2ABE66-864A-417E-8DA1-93D141A33174","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c54b953fd1fc88617a43be41b4bfaa30bf86786f","datavalue":{"value":"ergodicity","type":"string"},"datatype":"string"},"type":"statement","id":"Q1182687$0069CEE2-99A0-443D-83E9-6DCDBD0B30F0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4a78a2b1efbfa1e8eff6cb9d15920a68f0394d8c","datavalue":{"value":"first-order autoregressive models","type":"string"},"datatype":"string"},"type":"statement","id":"Q1182687$6012FF45-DB1F-4C95-B19A-3123874B6F81","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"e81b94769a05e94894b9bdb640ffb87fc03cf6e1","datavalue":{"value":{"entity-type":"item","numeric-id":857012,"id":"Q857012"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1182687$360A106C-F139-490F-9A37-7E83926ECDEC","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1182687$4D4F5F1C-6E96-4CCA-9D3E-3183E7D378C3","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"4ce826b8d094ba3b851ccca8519d686aaef1f09d","datavalue":{"value":"https://doi.org/10.1214/aoap/1177005841","type":"string"},"datatype":"url"},"type":"statement","id":"Q1182687$5BB4D4A1-1843-4078-BD44-C3B4EDE7384C","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"5f5f19c7e3c57e6fc04b4e20dddd581ec62f61b5","datavalue":{"value":"W2029469239","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1182687$80B8C8C9-1917-459D-82AE-D4D39FA4ED94","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"3b0be8dca203044ef2885f79a99f05ec55999e17","datavalue":{"value":"10.1214/AOAP/1177005841","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1182687$E6F73BD7-7CA0-4679-9FA0-C32AC3F8BD2E","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5a8cc35e18e976afb67f345386e7f86b1de926e0","datavalue":{"value":{"entity-type":"item","numeric-id":5382479,"id":"Q5382479"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"69b25eb7771f591f3963962885fb6b904c9f6a01","datavalue":{"value":{"amount":"+0.8463291525840759","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1182687$1EEE348E-30A5-49BF-A96D-F75AF85A74AE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4fd7f0ed20e8bd83f3a0a403e89bd84e612579dd","datavalue":{"value":{"entity-type":"item","numeric-id":3715994,"id":"Q3715994"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"178925cfc53844aa8baf1ea1aab7857b1073066e","datavalue":{"value":{"amount":"+0.8340759873390198","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1182687$6164C96B-D04B-47AC-9F1C-C50F668658BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"56b14b9912cdcc6700fd54d9486a6c174a629999","datavalue":{"value":{"entity-type":"item","numeric-id":3757095,"id":"Q3757095"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ba1579595aacba0d3da698dd093d2f8a89b0aa00","datavalue":{"value":{"amount":"+0.8293078541755676","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1182687$BBA922D8-621D-497C-84D1-C5A12A3ED552","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fb7935434a03c8867c3d8e16f76a16711beb8b1f","datavalue":{"value":{"entity-type":"item","numeric-id":1613619,"id":"Q1613619"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f4a3d309882df6c7046b619f20505aa8cc5cc3c8","datavalue":{"value":{"amount":"+0.8226789832115173","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1182687$4710CC1B-D51E-4507-8CEE-E752485E4A43","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"On the ergodicity of \\(TAR(1)\\) processes","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/On_the_ergodicity_of_%5C(TAR(1)%5C)_processes"}}}}}