Geometric ergodicity of nonlinear first order autoregressive models

DOI10.1080/15326349908807535MaRDI QIDQ4243928zbMATH OpenOpenAlexFDO

Authors Akio Tanikawa

Publication date 4 May 2000

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349908807535

zbMATH Keywords

autoregressive modelergodicitygeometric ergodicityMarkov chain

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) General nonlinear regression (62J02)

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Cited in

(11)

• On the stationary law of a nonlinear autoregressive Markov chain
• Ergodicity of nonlinear first order autoregressive models
• A note on the ergodicity of nonlinear autoregressive model
• Drift conditions and invariant measures for Markov chains.
• Polynomial ergodicity of Markov transition kernels.
• On the Stationarity of First-order Nonlinear Time Series Models: Some Developments
• The ergodicity of an NLAR model with stochastic delay
• scientific article; zbMATH DE number 937004 (Why is no real title available?)
• scientific article; zbMATH DE number 1419978 (Why is no real title available?)
• Subgeometric ergodicity and -mixing
• scientific article; zbMATH DE number 6027012 (Why is no real title available?)

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