Recurrence and transience for autoregressive nonlinear time series /

It is a known fact that drift criteria can be used to study autoregressive nonlinear time series. In fact, they have been applied to some special cases and satisfactory results are obtained. We extend the results to general AR(1) nonlinear processes [ ] where [alpha] is a nonlinear locally boun...

Full description

Bibliographic Details

Main Author:	Pu, Huay-Min Huoh
Format:	Thesis Book
Language:	English
Published:	[Place of publication not identified] : [publisher not identified] ; 1995.
Subjects:	Major statistics.
Online Access:	Link to OAKTrust copy http://proxy.library.tamu.edu/login?url=http://proquest.umi.com/pqdweb?did=742536371&sid=1&Fmt=2&clientId=2945&RQT=309&VName=PQD