A note on stationarity of the MTAR process on the boundary of the stationarity region (Q5958402): Difference between revisions

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+Threshold Cointegration
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+Normal rank
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+Threshold Autoregression with a Unit Root
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+Limiting properties of the least squares estimator of a continuous threshold autoregressive model
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+On the null recurrence and transience of a first-order SETAR model
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+On geometric ergodicity of the MTAR process
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+Markov chains and stochastic stability
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+A threshold AR(1) model
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+Non-linear time series and Markov chains
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+Threshold models in non-linear time series analysis
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+Q3966881
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+Testing for threshold autoregression with conditional heteroscedasticity
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