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...

In the present note we study the threshold first-order bilinear model X(t)=aX(t-1)+(b11{X(t-1)c}+b21{X(t-1)[greater-or-equal, slanted]c})X(t-1)e(t-1)+e(t), t[epsilon]N where {e(t), t[epsilon]N} is a sequence of i.i.d. absolutely continuous random variables, X(0) is a given random variable and a,...

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...