On stability of nonlinear AR processes with Markov switching (Q4507946)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1515464
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On stability of nonlinear AR processes with Markov switching |
scientific article; zbMATH DE number 1515464 |
Statements
On stability of nonlinear AR processes with Markov switching (English)
0 references
28 May 2001
0 references
Markov switching
0 references
nonlinear autoregressive model
0 references
Lyapunov functions
0 references
stability problem
0 references
0.9109041690826416
0 references
0.8364783525466919
0 references
0.8326060175895691
0 references
0.8211929202079773
0 references
0.8186882734298706
0 references
