Browsing Graduate and Professional School by Subject "V-uniform"

Now showing items 1-1 of 1

    • V-uniform ergodicity of threshold autoregressive nonlinear time series 
      Boucher, Thomas Richard (Texas A&M University, 2004-09-30)
      We investigate conditions for the ergodicity of threshold autoregressive time series by embedding the time series in a general state Markov chain and apply a FosterLyapunov drift condition to demonstrate ergodicity of the ...