Stability of nonlinear AR(1) time series with delay
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Publication:1613619
DOI10.1016/S0304-4149(99)00042-3zbMATH Open0992.62085MaRDI QIDQ1613619FDOQ1613619
Authors: Daren B. H. Cline, Huay-min H. Pu 
Publication date: 29 August 2002
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
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Cites Work
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Cited In (14)
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- The stationarity and invertibility of a class of nonlinear ARMA models
- Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations
- Self-exciting threshold binomial autoregressive processes
- Drift conditions and invariant measures for Markov chains.
- The limit behavior of a class of time series models with random delay
- The ergodicity of an NLAR model with stochastic delay
- Stability of cyclic threshold and threshold-like autoregressive time series models
- Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series
- Development and application of ergodicity model with FRCM and FLAR for hydrological process
- Geometric transience of nonlinear time series
- Null recurrent unit root processes
- On nonergodicity for nonparametric autoregressive models
- Evaluating the Lyapounov Exponent and Existence of Moments for Threshold AR-ARCH Models
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