RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS (Q3690041)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS |
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RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS (English)
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1985
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autoregressive processes
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stationarity
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finiteness of moments
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Harris ergodicity
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geometric ergodicity
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general state space Markov chains
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bilinear process
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discrete time vector processes
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random coefficient regression
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geometrically ergodic
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Kronecker product of matrices
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Feller process
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