On the necessary conditions for ergodicity of smooth threshold autoregressive (1) processes with general delay parameter
- Creator: Nur, D. , Nair, G. M.
- Resource Type: conference paper
- Date: 2009
On adaptive estimation in smooth threshold autoregressive (1) models with GARCH (1,1) errors
- Creator: Nur, Darfiana , Lin, Yan-Xia
- Resource Type: conference paper
- Date: 2008
Sufficient conditions for ergodicity of Smooth Threshold Autoregressive (1) processes with general delay parameter
- Creator: Nur, Darfiana
- Resource Type: conference paper
- Date: 2006
Notions of strong ergodicity for stochastic analysis of multirate systems
- Creator: Marelli, Damián , Fu, Minyue
- Resource Type: conference paper
- Date: 2004