COMPARISON OF SOME NON-LINEAR AUTOREGRESSIVE PROCESSES

DOI10.1111/J.1467-9892.1986.TB00503.XMaRDI QIDQ3761423zbMATH OpenOpenAlexFDO

Authors Göran Högnäs

Publication date 1986

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1986.tb00503.x

zbMATH Keywords

nonlinear autoregressive processespositive increasing functionsstationary distributionstochastic dominationstochastic monotone random sequenceunimodal symmetric distributions

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05)

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Cites work

• A Note on Comparisons of Markov Processes
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Markov chain models - rarity and exponentiality
• Monotone matrices and monotone Markov processes
• The existence of moments for stationary Markov chains
• Threshold models in non-linear time series analysis

Cited in

(6)

• Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes
• Calculation of the moments of sums for autoregressive processes with signum by management
• scientific article; zbMATH DE number 4149261 (Why is no real title available?)
• scientific article; zbMATH DE number 1228716 (Why is no real title available?)
• Non-asymptotic confidence bounds for stochastic approximation algorithms with constant step size
• A note on the comparison of stationary laws of Markov processes

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