Asymptotics of a class of pth-order nonl
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Chanho Lee
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Article
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1998
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Elsevier Science
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English
β 321 KB
Criteria are derived for ergodicity and geometric ergodicity of a class of nonlinear pth-order autoregressive processes, which reformulate Tweedie's ones so that they fit our purpose better to improve and extend those results obtained earlier by Chart and Tong, Tjostheim and others. It will be shown