Stability of nonlinear AR(1) time series with delay
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Cites work
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
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- scientific article; zbMATH DE number 1419978 (Why is no real title available?)
- A Review of Nonparametric Time Series Analysis
- A multiple-threshold AR(1) model
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- Geometric transience of nonlinear time series
- Markov chains and stochastic stability
- Non-linear time series and Markov chains
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- ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
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Cited in
(14)- The limit behavior of a class of time series models with random delay
- The ergodicity of an NLAR model with stochastic delay
- Geometric transience of nonlinear time series
- Development and application of ergodicity model with FRCM and FLAR for hydrological process
- Drift conditions and invariant measures for Markov chains.
- The stationarity and invertibility of a class of nonlinear ARMA models
- On nonergodicity for nonparametric autoregressive models
- Self-exciting threshold binomial autoregressive processes
- Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations
- Evaluating the Lyapounov Exponent and Existence of Moments for Threshold AR-ARCH Models
- Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series
- scientific article; zbMATH DE number 1419978 (Why is no real title available?)
- Null recurrent unit root processes
- Stability of cyclic threshold and threshold-like autoregressive time series models
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