On stability of nonlinear AR processes with Markov switching (Q4507946)
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scientific article; zbMATH DE number 1515464
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English | On stability of nonlinear AR processes with Markov switching |
scientific article; zbMATH DE number 1515464 |
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On stability of nonlinear AR processes with Markov switching (English)
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28 May 2001
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Markov switching
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nonlinear autoregressive model
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Lyapunov functions
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stability problem
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