A note on the ergodicity of non-linear autoregressive model

Non-linear time series and Markov chains

Dag Tjøstheim · Advances in Applied Probability · 1990 · 248 citations

Engineering, Mathematics, Dynamical Systems +13

On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations

Kung‐Sik Chan, H. Tong · Advances in Applied Probability · 1985 · 219 citations

Natural Sciences, Mathematics, Physics +17

On geometric ergodicity of nonlinear autoregressive models

Rabi Bhattacharya, Chanho Lee · Statistics & Probability Letters · 1995 · 62 citations

Engineering, Mathematics, Probability Theory +13