caa a22 4500 378929852 CHVBK 20180305123627.0 cr unu---uuuuu 161128e20040518xx s 000 0 eng 10.2202/1558-3708.1216 doi (NATIONALLICENCE)gruyter-10.2202/1558-3708.1216 Fonseca Giovanni 1University of Insubria Varese, gfonseca@eco.uninsubria.it On the Stationarity of First-order Nonlinear Time Series Models: Some Developments [Elektronische Daten] [Giovanni Fonseca] 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. ©2011 Walter de Gruyter GmbH & Co. KG, Berlin/Boston Studies in Nonlinear Dynamics & Econometrics De Gruyter 8/2(2004-05-18) 8:2 2004 8 snde https://doi.org/10.2202/1558-3708.1216 text/html Onlinezugriff via DOI 1 research article jats NATIONALLICENCE 856 40 https://doi.org/10.2202/1558-3708.1216 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Fonseca Giovanni 1University of Insubria Varese, gfonseca@eco.uninsubria.it NATIONALLICENCE 773 0- Studies in Nonlinear Dynamics & Econometrics De Gruyter 8/2(2004-05-18) 8:2 2004 8 snde CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-gruyter