Ergodicity and existence of moments for local mixtures of linear autoregressions (Q2483858): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 02:47, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Ergodicity and existence of moments for local mixtures of linear autoregressions |
scientific article |
Statements
Ergodicity and existence of moments for local mixtures of linear autoregressions (English)
0 references
1 August 2005
0 references
Nonlinear time series
0 references
Autoregressions
0 references
Mixture models
0 references
Markov chains
0 references
Geometric ergodic
0 references
Uniformly geometric ergodic
0 references
Invariant measure
0 references