Pages that link to "Item:Q1305269"

The following pages link to Verifying irreducibility and continuity of a nonlinear time series (Q1305269):

Displaying 19 items.

• Stability results for nonlinear error correction models (Q262797) (← links)
• On asymptotic theory for multivariate GARCH models (Q842922) (← links)
• Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps (Q873605) (← links)
• Regular variation of order 1 nonlinear AR-ARCH models (Q886112) (← links)
• A note on the geometric ergodicity of a nonlinear AR-ARCH model (Q962021) (← links)
• Stationarity and geometric ergodicity of a class of nonlinear ARCH models (Q997428) (← links)
• Exponential ergodicity of the solutions to SDE's with a jump noise (Q1004409) (← links)
• Development and application of ergodicity model with FRCM and FLAR for hydrological process (Q1045274) (← links)
• A note on a simple Markov bilinear stochastic process (Q1613001) (← links)
• Stability of nonlinear AR(1) time series with delay (Q1613619) (← links)
• Verifiable conditions for the irreducibility and aperiodicity of Markov chains by analyzing underlying deterministic models (Q1715523) (← links)
• Stability and the Lyapounov exponent of threshold AR-ARCH models (Q1769418) (← links)
• Drift conditions and invariant measures for Markov chains. (Q1879539) (← links)
• NULL RECURRENT UNIT ROOT PROCESSES (Q3224037) (← links)
• Stability of nonlinear AR-GARCH models (Q3552833) (← links)
• STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION (Q3632379) (← links)
• WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
• PIGGYBACKING THRESHOLD PROCESSES WITH A FINITE STATE MARKOV CHAIN (Q5320885) (← links)
• (Q5389791) (← links)