Ergodicity and existence of moments for local mixtures of linear autoregressions (Q2483858): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.spl.2004.11.013 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2016394018 / rank | |||
Normal rank |
Revision as of 21:20, 19 March 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