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.
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Volume (Year): 40 (1998) Issue (Month): 2 (September) Pages: 139-148 Download reference. The following formats are available: HTML
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