Stationarity and ergodicity of vector STAR models
研究了向量平滑转换自回归（STAR）模型平稳解存在的条件，关键条件是某些矩阵的联合谱半径小于1，并提供了利用计算数学工具验证的方法。
Smooth transition autoregressive models are widely used to capture nonlinearities in univariate and multivariate time series. Existence of stationary solution is typically assumed, implicitly or explicitly. In this paper, we describe conditions for stationarity and ergodicity of vector STAR models. The key condition is that the joint spectral radius of certain matrices is below 1. It is not sufficient to assume that separate spectral radii are below 1. Our result allows to use recently introduced toolboxes from computational mathematics to verify the stationarity and ergodicity of vector STAR models.