On the null recurrence and transience of a first-order SETAR model

Meihui Guo, Joseph D. Petruccelli

Type: Article

Publication Date: 1991-09-01

Citations: 7

DOI: https://doi.org/10.2307/3214493

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Locations

Journal of Applied Probability - View

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+	Least Square Estimation for Continuous Threshold Autoregressive and Moving-Average Models	2024	Yaping Deng Shufang Wei Yaxing Yang
+	On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes	2018	Kung‐Sik Chan Greta Goracci
+	A note on stationarity of the MTAR process on the boundary of the stationarity region	2001	Oesook Lee Dong Wan Shin
+	Geometric ergodicity of nonlinear first order autoregressive models	1999	Akio Tanikawa
+	On geometric ergodicity of the MTAR process	2000	Oesook Lee Dong Wan Shin

Works Cited by This (4)

Action	Title	Year	Authors
+	A threshold AR(1) model	1984	Joseph D. Petruccelli Samuel W. Woolford
+	Criteria for classifying general Markov chains	1976	Richard L. Tweedie
+	A multiple-threshold AR(1) model	1985	Kung‐Sik Chan Joseph D. Petruccelli H. Tong Samuel W. Woolford
+	An Introduction to Probability Theory and its Applications.	1972	J. F. C. Kingmán W. Feller