PIGGYBACKING THRESHOLD PROCESSES WITH A FINITE STATE MARKOV CHAIN Academic Article uri icon

abstract

  • The state-space representations of certain nonlinear autoregressive time series are general state Markov chains. The transitions of a general state Markov chain among regions in its state-space can be modeled with the transitions among states of a finite state Markov chain. Stability of the time series is then informed by the stationary distributions of the finite state Markov chain. This approach generalizes some previous results.

published proceedings

  • Stochastics and Dynamics

author list (cited authors)

  • BOUCHER, T. R., & CLINE, D.

citation count

  • 2

complete list of authors

  • BOUCHER, THOMAS R||CLINE, DAREN BH

publication date

  • June 2009