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Recurrence and transience for autoregressive nonlinear time series
| dc.creator | Pu, Huay-Min Huoh | |
| dc.date.accessioned | 2020-09-03T21:15:35Z | |
| dc.date.available | 2020-09-03T21:15:35Z | |
| dc.date.issued | 1995 | |
| dc.identifier.uri | https://hdl.handle.net/1969.1/DISSERTATIONS-1562485 | |
| dc.description | Vita. | en |
| dc.description.abstract | 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 bounded function from [ ] is a sequence of i.i.d. random variables with density function f positive on [ ] and [ ] if I is a compact interval. [ ] We refine the results for the special case when [ ] is of one sign for large x [ ] We pay special attention to the case [ ] and obtain conditions for erogodicity and null recurrence. We also illustrate our results by examples. | en |
| dc.format.extent | vi, 114 leaves | en |
| dc.format.medium | electronic | en |
| dc.format.mimetype | application/pdf | |
| dc.language.iso | eng | |
| dc.rights | This thesis was part of a retrospective digitization project authorized by the Texas A&M University Libraries. Copyright remains vested with the author(s). It is the user's responsibility to secure permission from the copyright holder(s) for re-use of the work beyond the provision of Fair Use. | en |
| dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | |
| dc.subject | Major statistics | en |
| dc.subject.classification | 1995 Dissertation P8 | |
| dc.title | Recurrence and transience for autoregressive nonlinear time series | en |
| dc.type | Thesis | en |
| thesis.degree.grantor | Texas A&M University | en |
| thesis.degree.name | Doctor of Philosophy | en |
| thesis.degree.name | Ph. D | en |
| dc.type.genre | dissertations | en |
| dc.type.material | text | en |
| dc.format.digitalOrigin | reformatted digital | en |
| dc.publisher.digital | Texas A&M University. Libraries | |
| dc.identifier.oclc | 35105632 |
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