Publication:3813021

zbMath0663.60054MaRDI QIDQ3813021

Richard L. Tweedie

Publication date: 1988

zbMATH Keywords

time series; ergodicity; autoregressive processes; positive recurrence; Foster's condition; conditions for the existence of an invariant measure

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60G10: Stationary stochastic processes

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

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