| Title:
|
Stationary distribution of some nonlinear $AR(1)$ processes (English) |
| Author:
|
Anděl, Jiří |
| Author:
|
Gómez, María |
| Author:
|
Vega, Carlos |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
25 |
| Issue:
|
6 |
| Year:
|
1989 |
| Pages:
|
453-460 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60G10 |
| MSC:
|
62M10 |
| MSC:
|
62M20 |
| idZBL:
|
Zbl 0701.60029 |
| idMR:
|
MR1035151 |
| . |
| Date available:
|
2009-09-24T18:14:21Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124673 |
| . |
| Reference:
|
[1] J. Anděl: On nonlinear models for time series.Statistics (submitted). MR 1047228 |
| Reference:
|
[2] D. A. Jones: Stationarity of Non-linear Autoregressive Processes.Technical Report, Institute of Hydrology, Wallingford, Oxon, U. K. 1977. |
| Reference:
|
[3] D. A. Jones: The Statistical Treatment of Non-linear Autoregressive Processes.Technical Report, Institute of Hydrology, Wallingford, Oxon, U. K. 1977. |
| Reference:
|
[4] D. A. Jones: Nonlinear autoregressive processes.Proc. Roy. Soc. London Ser. A 360 (1978), 71-95. Zbl 0378.62076, MR 0501672 |
| Reference:
|
[5] W. Loges: Note on parameter estimation for general non-linear time series models.Statistics 18 (1987), 587-590. MR 0906796 |
| . |
