On stability of nonlinear AR processes with Markov switching (Q4507946)

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scientific article; zbMATH DE number 1515464
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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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