Study on a class of nonlinear time series models and ergodicity in random environment domain

DOI10.1007/S001860400399zbMath1062.62182OpenAlexW2077767921MaRDI QIDQ1781144

Peng Shi, Zheng Yu, Zhen Ting Hou

Publication date: 16 June 2005

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

Full work available at URL: https://doi.org/10.1007/s001860400399

zbMATH Keywords

Nonlinear time seriesRandom environmentGeometric ergodicity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (3)

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

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