Verifying irreducibility and continuity of a nonlinear time series

DOI10.1016/S0167-7152(98)00081-9zbMath0938.62090MaRDI QIDQ1305269

Daren B. H. Cline, Huay-min H. Pu

Publication date: 4 June 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

nonlinear time series modelsaperiodicityFeller chainspsi-irreducibilityT-chains

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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• Nonlinear autoregressive processes
• Modeling Flat Stretches, Bursts, and Outliers in Time Series Using Mixture Transition Distribution Models

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