Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes) (Q918565)
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scientific article; zbMATH DE number 4159777
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| English | Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes) |
scientific article; zbMATH DE number 4159777 |
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Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes) (English)
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1990
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The mixing and the ergodicity of a Markov-chain \((Z_ n)\) is studied. A continuity theorem for the image of a measure by a polynomial application is proved. Using this result, simple sufficient conditions for the chain \((Z_ n)\) to be Harris recurrent, geometrically ergodic and geometrically absolutely regular are obtained. The last part contains applications of the results to the ARMA processes and the bilinear processes.
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mixing properties
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polynomial autoregressive processes
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continuity theorem
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image of a measure
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Harris recurrent
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geometrically ergodic
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geometrically absolutely regular
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ARMA processes
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bilinear processes
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0.8585197329521179
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0.8304792642593384
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0.8183301687240601
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0.8051232099533081
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