Nonlinear Ergodic Models Testing for nonstationary long memory against nonlinear ergodic models

A Mean Ergodic Theorem For Asymptotically Quasi-Nonexpansive Affine Mappings in Banach Spaces Satisfying Opial's Condition

Non-linear ergodic theorems in complete non-positive curvature metric spaces

Hadamard (or complete $CAT(0)$) spaces are complete, non-positive curvature, metric spaces. Here, we prove a nonlinear ergodic theorem for continuous non-expansive semigroup in these spaces as well as a strong convergence theorem for the commutative case. Our results extend the standard non-linear ergodic theorems for non-expansive maps on real Hilbert spaces, to non-expansive maps on Ha...

On the Boundary Ergodic Problem for Fully Nonlinear Equations in Bounded Domains with General Nonlinear Neumann Boundary Conditions

We study nonlinear Neumann type boundary value problems related to ergodic phenomenas. The particularity of these problems is that the ergodic constant appears in the (possibly nonlinear) Neumann boundary conditions. We provide, for bounded domains, several results on the existence, uniqueness and properties of this ergodic constant.

A Nonlinear Model of Economic Data Related to the German Automobile Industry

Prediction of economic variables is a basic component not only for economic models, but also for many business decisions. But it is difficult to produce accurate predictions in times of economic crises, which cause nonlinear effects in the data. Such evidence appeared in the German automobile industry as a consequence of the financial crisis in 2008/09, which influenced exchange rates and a...

A Specification Test for Nonlinear Nonstationary Models By

We provide a limit theory for a general class of kernel smoothed U-statistics that may be used for specification testing in time series regression with nonstationary data. The test framework allows for linear and nonlin-ear models with endogenous regressors that have autoregressive unit roots or near unit roots. The limit theory for the specification test depends on the self-intersection local ...