On geometric ergodicity of nonlinear autoregressive models

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

Rabi N. Bhattacharya, Chanho Lee

Publication date: 2 April 1995

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

zbMATH Keywords

Markov process; irreducibility; geometric ergodicity; stochastic Lyapunov functions; invariant probability; geometrically Harris ergodic

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60J05: Discrete-time Markov processes on general state spaces

60J99: Markov processes

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