PIGGYBACKING THRESHOLD PROCESSES WITH A FINITE STATE MARKOV CHAIN
From MaRDI portal
Publication:5320885
DOI10.1142/S0219493709002622zbMath1196.60128MaRDI QIDQ5320885
Daren B. H. Cline, Thomas R. Boucher
Publication date: 22 July 2009
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Multivariate distribution of statistics (62H10) Inference from stochastic processes and prediction (62M20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (1)
Cites Work
- Unnamed Item
- Markov chains and stochastic stability
- Verifying irreducibility and continuity of a nonlinear time series
- Stability and the Lyapounov exponent of threshold AR-ARCH models
- A threshold AR(1) model
- On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
This page was built for publication: PIGGYBACKING THRESHOLD PROCESSES WITH A FINITE STATE MARKOV CHAIN