On geometric ergodicity of nonlinear autoregressive models

DOI10.1016/0167-7152(94)00082-JzbMath0830.60059OpenAlexW2056519558MaRDI QIDQ1347199

Chanho Lee, Rabi N. Bhattacharya

Publication date: 2 April 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00082-j

zbMATH Keywords

Markov processirreducibilitygeometric ergodicitystochastic Lyapunov functionsinvariant probabilitygeometrically Harris ergodic

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Markov processes (60J99)

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Cites Work

• Asymptotic distribution of statistics in time series
• Non-linear time series and Markov chains
• General Irreducible Markov Chains and Non-Negative Operators
• On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
• On the functional central limit theorem and the law of the iterated logarithm for Markov processes
• The Lindeberg-Levy Theorem for Martingales
• Unnamed Item
• Unnamed Item

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