On the Stationarity of First-order Nonlinear Time Series Models: Some Developments

DOI10.2202/1558-3708.1216MaRDI QIDQ3368343zbMATH OpenOpenAlexFDO

Authors Giovanni Fonseca

Publication date 27 January 2006

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2202/1558-3708.1216

zbMATH Keywords

ergodicitynonlinear time seriesstationary processthreshold models

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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