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Volume 1, Issue 1 (2020), Pages [1] - [141]

EXPONENTIAL GEOMETRIC ERGODICITY FOR NONLINEAR TIME SERIES

[1] T. R. Boucher and D. B. H. Cline, Stability of cyclic threshold autoregressive time series models, Statist. Sinica 17(1) (2007), 43-62.

 

[2] K. S. Chan, Consistency and limiting distributions of a least squares estimator of a threshold autoregressive model, Annals of Statistics 21 (1993), 520-533.

 

[3] D. B. H. Cline and H. Pu, Stability of nonlinear time series: What does noise have to do with it? Lecture Note - Monograph series, Selected Proceedings of the Symposium on Inference for Stochastic Processes 37 (2001), 151-170.

 

[4] J. Fan and Q. Yao, Nonlinear Time Series: Nonparametric and Parametric Methods, Springer-Verlag, New York, 2003.

 

[5] S. P. Meyn and R. L. Tweedie, Markov Chains and Stochastic Stability, Springer, London, 1993.

 

[6] H. Tong, Nonlinear Time Series Analysis: A Dynamical System Approach, Oxford University Press, London, 1990.