SUR UN MODÉLE AUTORÉGRESSIF NON LINÉAIRE, ERGODICITÉ ET ERGODICITÉ GÉOMÉTRIQUE
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Cites work
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- Criteria for classifying general Markov chains
- Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
- Moment bounds for stationary mixing sequences
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- The existence of moments for stationary Markov chains
Cited in
(39)- A consistent nonparametric test of ergodicity for time series with applications
- Mixing properties of ARMA processes
- Recurrence classification for a family of non-linear storage models
- Iterations of dependent random maps and exogeneity in nonlinear dynamics
- Polynomial ergodicity of Markov transition kernels.
- A consistent bootstrap test for conditional density functions with time-series data
- Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes
- On geometric ergodicity of nonlinear autoregressive models
- Weak convergence for rectangle-indexed weighted multivariate empirical \(U\)-statistic processes under mixing conditions
- Ergodicity, geometric ergodicity and mixing conditions for nonparametric ARMA processes
- Weak convergence of weighted multivariate empirical U-statistics processes under mixing condition
- scientific article; zbMATH DE number 148768 (Why is no real title available?)
- On \(\mathbb L_2\)-structure of bilinear models on \(\mathbb Z^d\)
- Local polynomial estimators of the volatility function in nonparametric autoregression
- Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes)
- Linear autoregressive models
- Nonparametric vector autoregression
- On a partly linear autoregressive model with moving average errors
- On residual sums of squares in non-parametric autoregression
- Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes.
- Geometric recurrence of inhomogeneous Gaussian autoregression process
- A consistent nonparametric test for serial independence
- scientific article; zbMATH DE number 4135151 (Why is no real title available?)
- The ergodicity of an NLAR model with stochastic delay
- scientific article; zbMATH DE number 4133247 (Why is no real title available?)
- scientific article; zbMATH DE number 775916 (Why is no real title available?)
- Nonparametric estimation of the stationary density and the transition density of a Markov chain
- Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes
- A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
- Value iteration in average cost Markov control processes on Borel spaces
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- scientific article; zbMATH DE number 3928011 (Why is no real title available?)
- scientific article; zbMATH DE number 3852143 (Why is no real title available?)
- On goodness-of-fit tests for weakly dependent processes using kernel method
- Root-n-consistent estimation of partially linear time series models
- Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models
- Recurrence conditions for Markov decision processes with Borel state space: A survey
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- Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
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