The Stability for Limit Cycle of Lomax Autoregressive Model
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Abstract
In this research, we proposed a new non-linear model known as the Lomax autoregressive model, which is based on the cumulative distribution function of the Lomax distribution. Using the local linearization approximation technique, we found stability for the proposed first-order model's limit cycle. Then, we generalized the conditions for the Lomax autoregressive model of order p and found stability for the limit cycle of period (q > 1). Some examples illustrate the state of stability, and we plot the trajectory for the model of different initial values.
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