On the Stationarity of First-order Nonlinear Time Series Models: Some Developments
| LEADER | caa a22 4500 | ||
|---|---|---|---|
| 001 | 378929852 | ||
| 003 | CHVBK | ||
| 005 | 20180305123627.0 | ||
| 007 | cr unu---uuuuu | ||
| 008 | 161128e20040518xx s 000 0 eng | ||
| 024 | 7 | 0 | |a 10.2202/1558-3708.1216 |2 doi |
| 035 | |a (NATIONALLICENCE)gruyter-10.2202/1558-3708.1216 | ||
| 100 | 1 | |a Fonseca |D Giovanni |u 1University of Insubria Varese, gfonseca@eco.uninsubria.it | |
| 245 | 1 | 0 | |a On the Stationarity of First-order Nonlinear Time Series Models: Some Developments |h [Elektronische Daten] |c [Giovanni Fonseca] |
| 520 | 3 | |a In the present paper we consider the general class of first-order nonlinear models. The main contributions concern primerly a generalization of the conditions for geometric ergodicity presented in Ferrante et al. (2003). The obtained result is then applied to two classes of first-order nonlinear models not previously addressed. Secondly we apply to general firstorder nonlinear models some recently developed conditions for the existence of the invariant measure of a Markov process. For this class of nonlinear models we also prove that the usual drift-condition for geometric ergodicity for Markov chains still holds even in the presence of an alternative assumption than T-continuity. | |
| 540 | |a ©2011 Walter de Gruyter GmbH & Co. KG, Berlin/Boston | ||
| 773 | 0 | |t Studies in Nonlinear Dynamics & Econometrics |d De Gruyter |g 8/2(2004-05-18) |q 8:2 |1 2004 |2 8 |o snde | |
| 856 | 4 | 0 | |u https://doi.org/10.2202/1558-3708.1216 |q text/html |z Onlinezugriff via DOI |
| 908 | |D 1 |a research article |2 jats | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.2202/1558-3708.1216 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 100 |E 1- |a Fonseca |D Giovanni |u 1University of Insubria Varese, gfonseca@eco.uninsubria.it | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Studies in Nonlinear Dynamics & Econometrics |d De Gruyter |g 8/2(2004-05-18) |q 8:2 |1 2004 |2 8 |o snde | ||
| 900 | 7 | |b CC0 |u http://creativecommons.org/publicdomain/zero/1.0 |2 nationallicence | |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-gruyter | ||