On stability Conditions of Pareto Autoregressive model
DOI:
https://doi.org/10.25130/tjps.v25i5.297Keywords:
: Pareto autoregressive model, Non-linear time series model, Stability, Local linearization Method, Limit cycle,Abstract
This paper concerned with studding a stability conditions of the proposed non-linear autoregressive time series model Known as Pareto Autoregressive model, acronym is defined by Pareto . A dynamical method Known as local linearization approximation method was used to obtain the stability condition of a non-zero singular point of Pareto model. In addition, we obtain the orbital stability condition of a limit cycle in terms of model parameters when the Pareto possesses a limit cycle with period .
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