On stability Conditions of Pareto Autoregressive model

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...

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Bibliographic Details
Main Authors: Osama A. Hamdi, Azher A. Mohammad, Mundher A. Khaleel
Format: Article
Language:English
Published: Tikrit University 2020-12-01
Series:Tikrit Journal of Pure Science
Subjects:
Online Access:https://tjpsj.org/index.php/tjps/article/view/297
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Summary: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  .
ISSN:1813-1662
2415-1726