📚 Volume 25, Issue 3
📋 ID: 7uy4XXf
Authors
A. Elhassanein, A. Sh. Al-Henawy, K. Aboodh
Dept. of Math., Faculty of Sciences, University of Bisha, Bisha, Saudi Arabia
Abstract
In this paper a new functional-coe¢ cients nonlinear autoregressive time series\nmodel is presented. The complex dynamics of the modelskeleton is studied by\nmeans of the largest Lyapunov exponents, bifurcations, time series diagrams\nand phase portraits. Flips and Hopf bifurcations are investigated using center\nmanifold theorem and bifurcation theory. Stochastic sensitivity function tech-\nnique is used to analyze the noisy attractors. The interrelationship between\nparameter changes and marginal distribution of the states is discussed. The\ne¤ects of noise intensity on its dynamics and the phenomenon of noise-induced\nlimit cycles are also discussed via simulation.
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📝 How to Cite
A. Elhassanein, A. Sh. Al-Henawy, K. Aboodh (2018).
"On stochastic sensitivity of functional-coe¢ cients nonlinear autoregressive models".
Wulfenia, 25(3).
