Analysis on adjoint non-recurrent property of nonlinear time series in random environment domain

DOI10.1007/S00186-006-0128-7zbMath1156.62349OpenAlexW2082840054MaRDI QIDQ1006552

Enwen Zhu, Jie Zhong Zou, Zhen Ting Hou

Publication date: 25 March 2009

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-006-0128-7

zbMATH Keywords

random environmentadjoint non-recurrence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (2)

Existence of stationary distributions for a class of nonlinear time series models in random environment domain ⋮ Ergodicity of a class of nonlinear time series models in random environment domain

Cites Work

• On geometric ergodicity of nonlinear autoregressive models
• Study on a class of nonlinear time series models and ergodicity in random environment domain

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