Strict stationarity of ar(p) processes generated by nonlinear random functions with additive perturbations (Q4935422): Difference between revisions
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Revision as of 23:13, 19 March 2024
scientific article; zbMATH DE number 1395918
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strict stationarity of ar(p) processes generated by nonlinear random functions with additive perturbations |
scientific article; zbMATH DE number 1395918 |
Statements
Strict stationarity of ar(p) processes generated by nonlinear random functions with additive perturbations (English)
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1 November 2000
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Markov chain
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ergodicity
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geometric ergodicity
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generalized autoregressive process
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