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 19:05, 5 March 2024

scientific article; zbMATH DE number 1395918
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English
Strict stationarity of ar(p) processes generated by nonlinear random functions with additive perturbations
scientific article; zbMATH DE number 1395918

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    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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