Stability of cyclic threshold and threshold-like autoregressive time series models

Statistica Sinica

Volumn 17, Issue 1, 2007, Pages 43-62

  Boucher, Thomas R ^a   Cline, Daren B H ^b  

^a PLYMOUTH STATE UNIVERSITY   (United States)

^b TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Ergodicity; Markov chain; Nonlinear autoregressive time series; Nonlinear time series; Threshold autoregressive time series

Indexed keywords

EID: 34248570048     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (19)

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