n128364SE Academic Article uri icon

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.

published proceedings

  • Statistics & Probability Letters

author list (cited authors)

  • Cline, D., & Pu, H.

publication date

  • January 1, 1998 11:11 AM