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Article: On stability of nonlinear AR models with Markov switching | Stabilité des modèles AR fonctionnels à régime Markovien

TitleOn stability of nonlinear AR models with Markov switching | Stabilité des modèles AR fonctionnels à régime Markovien
Authors
Yao, JFAttali, JG
Issue Date1998
Citation
Comptes Rendus De L'academie Des Sciences - Series I: Mathematics, 1998, v. 327 n. 6, p. 593-596 How to Cite?
AbstractFor a nonlinear autoregressive model with Markov switching, we give conditions for: (A) the existence and the uniqueness of a stationnary ergodic solution; (B) the existence of moments of such a stationary solution; (C) a strong law of large numbers for a large class of unbounded functions. © Académie des Sciences/Elsevier, Paris.
Persistent Identifierhttp://hdl.handle.net/10722/132637
ISSN
0764-4442
ISI Accession Number ID
WOS:000076885700015
References
References in Scopus

 

DC FieldValueLanguage
dc.contributor.authorYao, JFen_HK
dc.contributor.authorAttali, JGen_HK
dc.date.accessioned2011-03-28T09:27:09Z-
dc.date.available2011-03-28T09:27:09Z-
dc.date.issued1998en_HK
dc.identifier.citationComptes Rendus De L'academie Des Sciences - Series I: Mathematics, 1998, v. 327 n. 6, p. 593-596en_HK
dc.identifier.issn0764-4442en_HK
dc.identifier.urihttp://hdl.handle.net/10722/132637-
dc.description.abstractFor a nonlinear autoregressive model with Markov switching, we give conditions for: (A) the existence and the uniqueness of a stationnary ergodic solution; (B) the existence of moments of such a stationary solution; (C) a strong law of large numbers for a large class of unbounded functions. © Académie des Sciences/Elsevier, Paris.en_HK
dc.languageengen_US
dc.relation.ispartofComptes Rendus de l'Academie des Sciences - Series I: Mathematicsen_HK
dc.titleOn stability of nonlinear AR models with Markov switching | Stabilité des modèles AR fonctionnels à régime Markovienen_HK
dc.typeArticleen_HK
dc.identifier.emailYao, JF: jeffyao@hku.hken_HK
dc.identifier.authorityYao, JF=rp01473en_HK
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.scopuseid_2-s2.0-0032159694en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0032159694&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume327en_HK
dc.identifier.issue6en_HK
dc.identifier.spage593en_HK
dc.identifier.epage596en_HK
dc.identifier.isiWOS:000076885700015-
dc.identifier.scopusauthoridYao, JF=7403503451en_HK
dc.identifier.scopusauthoridAttali, JG=7006894308en_HK
dc.identifier.issnl0764-4442-

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