V-uniform ergodicity of threshold autoregressive nonlinear time series
We investigate conditions for the ergodicity of threshold autoregressive time series by embedding the time series in a general state Markov chain and apply a FosterLyapunov drift condition to demonstrate ergodicity of the Markov chain. We are particularly interested in demonstrating V uniform ergodi...
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| Format: | Others |
| Language: | en_US |
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Texas A&M University
2004
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| Online Access: | http://hdl.handle.net/1969.1/292 |