Piggybacking Threshold Processes with a Finite State Markov Chain
نویسندگان
چکیده
The state-space representations of certain nonlinear autoregressive time series are general state Markov chains. The transitions of a general state Markov chain among regions in its state-space can be modeled with the transitions among states of a finite state Markov chain. Stability of the time series is then informed by the stationary distributions of the finite state Markov chain. This approach generalizes some previous results.
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