On geometric ergodicity of nonlinear autoregressive models

General Irreducible Markov Chains and Non-Negative Operators.

M. Bhaskara Rao, Esa Nummelin · Journal of the Royal Statistical Society Series A (General) · 1985 · 615 citations

Engineering, Mathematics, Probability Theory +15

Statistical Inference for Markov Processes

Ronald Pyke, Patrick Billingsley · Technometrics · 1963 · 565 citations

Natural Sciences, Computer Science, Mathematics +14

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

Statistical Inference for Markov Processes.

E. S. Keeping, Patrick Billingsley · American Mathematical Monthly · 1961 · 178 citations

Natural Sciences, Computer Science, Mathematics +14