Ergodicity and existence of moments for local mixtures of linear autoregressions (Q2483858): Difference between revisions
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Revision as of 14:58, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodicity and existence of moments for local mixtures of linear autoregressions |
scientific article |
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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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