Ergodicity and existence of moments for local mixtures of linear autoregressions (Q2483858): Difference between revisions

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Ergodicity and existence of moments for local mixtures of linear autoregressions
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    Ergodicity and existence of moments for local mixtures of linear autoregressions (English)
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    1 August 2005
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    Nonlinear time series
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    Autoregressions
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    Mixture models
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    Markov chains
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    Geometric ergodic
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    Uniformly geometric ergodic
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    Invariant measure
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