On stability of nonlinear AR processes with Markov switching
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Publication:4507946
DOI10.1239/aap/1013540170zbMath0961.60076OpenAlexW2262022780MaRDI QIDQ4507946
Jean-Gabriel Attali, Jian-feng Yao
Publication date: 28 May 2001
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1013540170
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
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