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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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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author Osama A. Hamdi
Azher A. Mohammad
Mundher A. Khaleel
author_facet Osama A. Hamdi
Azher A. Mohammad
Mundher A. Khaleel
author_sort Osama A. Hamdi
collection DOAJ
description 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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2415-1726
language English
publishDate 2020-12-01
publisher Tikrit University
record_format Article
series Tikrit Journal of Pure Science
spelling doaj-art-7268b260051f4e5f9f2d1abb6ba06a8c2025-08-20T02:36:46ZengTikrit UniversityTikrit Journal of Pure Science1813-16622415-17262020-12-0125510.25130/tjps.v25i5.297On stability Conditions of Pareto Autoregressive modelOsama A. HamdiAzher A. MohammadMundher A. Khaleel 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  . https://tjpsj.org/index.php/tjps/article/view/297Pareto autoregressive modelNon-linear time series modelStabilityLocal linearization MethodLimit cycle
spellingShingle Osama A. Hamdi
Azher A. Mohammad
Mundher A. Khaleel
On stability Conditions of Pareto Autoregressive model
Tikrit Journal of Pure Science
Pareto autoregressive model
Non-linear time series model
Stability
Local linearization Method
Limit cycle
title On stability Conditions of Pareto Autoregressive model
title_full On stability Conditions of Pareto Autoregressive model
title_fullStr On stability Conditions of Pareto Autoregressive model
title_full_unstemmed On stability Conditions of Pareto Autoregressive model
title_short On stability Conditions of Pareto Autoregressive model
title_sort on stability conditions of pareto autoregressive model
topic Pareto autoregressive model
Non-linear time series model
Stability
Local linearization Method
Limit cycle
url https://tjpsj.org/index.php/tjps/article/view/297
work_keys_str_mv AT osamaahamdi onstabilityconditionsofparetoautoregressivemodel
AT azheramohammad onstabilityconditionsofparetoautoregressivemodel
AT mundherakhaleel onstabilityconditionsofparetoautoregressivemodel