Strict stationarity of ar(p) processes generated by nonlinear random functions with additive perturbations (Q4935422)
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scientific article; zbMATH DE number 1395918
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| English | Strict stationarity of ar(p) processes generated by nonlinear random functions with additive perturbations |
scientific article; zbMATH DE number 1395918 |
Statements
Strict stationarity of ar(p) processes generated by nonlinear random functions with additive perturbations (English)
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1 November 2000
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Markov chain
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ergodicity
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geometric ergodicity
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generalized autoregressive process
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0.8156484365463257
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0.8068627715110779
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0.8045838475227356
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0.8021566867828369
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