Pages that link to "Item:Q1365172"
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The following pages link to A note on the ergodicity of nonlinear autoregressive model (Q1365172):
Displaying 14 items.
- The stationarity and invertibility of a class of nonlinear ARMA models (Q547390) (← links)
- Testing for a linear MA model against threshold MA models (Q817980) (← links)
- Functional coefficient autoregressive models for vector time series (Q959434) (← links)
- Bounds on regeneration times and convergence rates for Markov chains (Q1593619) (← links)
- A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes (Q1934115) (← links)
- On probabilistic properties of nonlinear \(\text{ARMA}(p,q)\) models (Q1971378) (← links)
- Stability of nonlinear AR-GARCH models (Q3552833) (← links)
- Probabilistic Properties of a Nonlinear ARMA Process with Markov Switching (Q4678804) (← links)
- Regular Perturbation of <i>V</i>-Geometrically Ergodic Markov Chains (Q4918571) (← links)
- Strict stationarity of ar(p) processes generated by nonlinear random functions with additive perturbations (Q4935422) (← links)
- Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes (Q5467622) (← links)
- Threshold \(\text{Arch}(1)\) processes: Asymptotic inference (Q5952056) (← links)
- Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
- Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations (Q6138256) (← links)
