Orbitally Stability of Log-Logistic Autoregressive Model with Application
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Abstract
This research aims to study and finding the conditions for stability of the limit cycle of the proposed model (Log-Logistic autoregressive) based on the cumulative function of the Log-Logistic distribution. We first proved the conditions for the first order orbital stability with period ( ), and then generalized the conditions for orbital stability of order p to Log-Logistic AR (p). We give some examples of the proven conditions, and then we plot the trajectories by using different initial values.
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