Cline, Daren B. H.; Pu, Huay-min H. - In: Stochastic Processes and their Applications 82 (1999) 2, pp. 307-333
The stability of generally defined nonlinear time series is of interest as nonparametric and other nonlinear methods are used more and more to fit time series. We provide sufficient conditions for stability or nonstability of general nonlinear AR(1) models having delay d[greater-or-equal,...
