Verifying irreducibility and continuity of a nonlinear time series Academic Article

abstract

• When considering the stability of a nonlinear time series, verifying aperiodicity, irreducibility and smoothness of the transitions for the corresponding Markov chain is often the first step. Here, we provide reasonably general conditions applicable to nonlinear autoregressive time series, including many with nonadditive errors. 1998 Elsevier Science B.V. All rights reserved.

authors

• Cline, Daren

published proceedings

• Statistics & Probability Letters

author list (cited authors)

• Cline, D., & Pu, H.

citation count

• 30

complete list of authors

• Cline, Daren BH||Pu, Huay-min H

publication date

• September 1998

publisher

• Elsevier  Publisher

published in

• Statistics and Probability Letters  Journal

Digital Object Identifier (DOI)

• 10.1016/s0167-7152(98)00081-9

start page

• 139

end page

• 148

volume

• 40

issue

• 2

URL

• http%3A%2F%2Fdx.doi.org%2F10.1016%2Fs0167-7152%2898%2900081-9