SUR UN MODÉLE AUTORÉGRESSIF NON LINÉAIRE, ERGODICITÉ ET ERGODICITÉ GÉOMÉTRIQUE
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Publication:3757095
DOI10.1111/j.1467-9892.1987.tb00432.xzbMath0621.60076OpenAlexW2013348911MaRDI QIDQ3757095
Publication date: 1987
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1987.tb00432.x
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Cites Work
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- Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
- Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space
- The existence of moments for stationary Markov chains
- Criteria for classifying general Markov chains
- Moment bounds for stationary mixing sequences
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