메뉴 건너뛰기




Volumn 40, Issue 2, 1998, Pages 139-148

Verifying irreducibility and continuity of a nonlinear time series

Author keywords

Aperiodicity; Feller chain; chain; irreducibility

Indexed keywords


EID: 0032530040     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(98)00081-9     Document Type: Article
Times cited : (37)

References (14)
  • 2
    • 0010128948 scopus 로고
    • A review of some limit theorems of Markov chains and their applications
    • H. Tong (Ed.), World Scientific, Singapore
    • Chan, K.S. 1993. A review of some limit theorems of Markov chains and their applications. In: H. Tong (Ed.), Dimensions, Estimation and Models. World Scientific, Singapore, pp. 108-135.
    • (1993) Dimensions, Estimation and Models , pp. 108-135
    • Chan, K.S.1
  • 6
    • 0000051984 scopus 로고
    • Autoregressive conditional heteroscedasticity with estimates of the U.K. Inflation
    • Engle, R.F., 1982. Autoregressive conditional heteroscedasticity with estimates of the U.K. inflation. Econometrica 50, 987-1008.
    • (1982) Econometrica , vol.50 , pp. 987-1008
    • Engle, R.F.1
  • 8
    • 0003012835 scopus 로고
    • Probabilistic properties of the β-ARCH model
    • Guégan, D., Diebolt, J., 1994. Probabilistic properties of the β-ARCH model. Statist. Sinica 4, 71-87.
    • (1994) Statist. Sinica , vol.4 , pp. 71-87
    • Guégan, D.1    Diebolt, J.2
  • 9
    • 0001880945 scopus 로고
    • Nonlinear autoregressive processes
    • Jones, D.A., 1976. Nonlinear autoregressive processes. Proc. Roy. Soc. A 360, 71-95.
    • (1976) Proc. Roy. Soc. A , vol.360 , pp. 71-95
    • Jones, D.A.1
  • 10
    • 0030327109 scopus 로고    scopus 로고
    • Modeling flat stretches, bursts, and outliers in time series using mixture transition distribution models
    • Le, N.D, Martin, R.D., Raftery, A.E., 1996. Modeling flat stretches, bursts, and outliers in time series using mixture transition distribution models. J. Amer. Statist. Assoc. 91, 1504-1515.
    • (1996) J. Amer. Statist. Assoc. , vol.91 , pp. 1504-1515
    • Le, N.D.1    Martin, R.D.2    Raftery, A.E.3
  • 12
    • 0002596593 scopus 로고
    • Non-linear time series model identification by Akaike's information criterion
    • Compeign, France, October 1977
    • Ozaki, T., Oda, H., 1978. Non-linear time series model identification by Akaike's information criterion. Proc. IFAC Workshop on Information and Systems. Compeign, France, October 1977.
    • (1978) Proc. IFAC Workshop on Information and Systems
    • Ozaki, T.1    Oda, H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.