A NOTE ON A MARKOV BILINEAR STOCHASTIC PROCESS IN DISCRETE TIME

DOI10.1111/J.1467-9892.1981.TB00326.XzbMath0548.60071OpenAlexW2094929800MaRDI QIDQ3339888

Howell Tong

Publication date: 1981

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1981.tb00326.x

zbMATH Keywords

ergodicity of a Markov bilinear stochastic process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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Cites Work

• Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space
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