Geodesic
Stationary distribution of some nonlinear $AR(1)$ processes
Kybernetika, Tome 25 (1989) no. 6, pp. 453-460 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Classification : 60G10, 62M10, 62M20 
@article{KYB_1989_25_6_a1,
     author = {And\v{e}l, Ji\v{r}{\'\i} and G\'omez, Mar{\'\i}a and Vega, Carlos},
     title = {Stationary distribution of some nonlinear $AR(1)$ processes},
     journal = {Kybernetika},
     pages = {453--460},
     year = {1989},
     volume = {25},
     number = {6},
     mrnumber = {1035151},
     zbl = {0701.60029},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1989_25_6_a1/}
}
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Anděl, Jiří; Gómez, María; Vega, Carlos. Stationary distribution of some nonlinear $AR(1)$ processes. Kybernetika, Tome 25 (1989) no. 6, pp. 453-460. http://geodesic.mathdoc.fr/item/KYB_1989_25_6_a1/

[1] J. Anděl: On nonlinear models for time series. Statistics (submitted). | MR

[2] D. A. Jones: Stationarity of Non-linear Autoregressive Processes. Technical Report, Institute of Hydrology, Wallingford, Oxon, U. K. 1977.

[3] D. A. Jones: The Statistical Treatment of Non-linear Autoregressive Processes. Technical Report, Institute of Hydrology, Wallingford, Oxon, U. K. 1977.

[4] D. A. Jones: Nonlinear autoregressive processes. Proc. Roy. Soc. London Ser. A 360 (1978), 71-95. | MR | Zbl

[5] W. Loges: Note on parameter estimation for general non-linear time series models. Statistics 18 (1987), 587-590. | MR