Correction to: Random Coefficient Autoregressive Processes: a Markov Chain Analysis of Stationarity and Finiteness of Moments by Paul D. Feigin and Richard L. Tweedie J. Time Series Anal., Vol. 6, No. 1 (1985)

DOI10.1111/JTSA.12521OpenAlexW4244804744MaRDI QIDQ5135329

Paul D. Feigin

Publication date: 20 November 2020

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12521

zbMATH Keywords

stationarityautoregressive processesgeometric ergodicityfiniteness of momentsbilinear processHarris ergodicitygeneral state space Markov chainsdiscrete time vector processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time Markov processes on general state spaces (60J05)

Cites Work

• Markov Chains and Stochastic Stability
• RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
• Unnamed Item

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