Analysis on adjoint non-recurrent property of nonlinear time series in random environment domain

DOI10.1007/S00186-006-0128-7MaRDI QIDQ1006552zbMATH OpenOpenAlexFDO

Authors Enwen Zhu, Jiezhong Zou, Zhenting Hou

Publication date 25 March 2009

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00186-006-0128-7

zbMATH Keywords

random environmentadjoint non-recurrence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• On geometric ergodicity of nonlinear autoregressive models
• Study on a class of nonlinear time series models and ergodicity in random environment domain

Cited in

(4)

• Study on a class of nonlinear time series models and ergodicity in random environment domain
• Ergodicity of a class of nonlinear time series models in random environment domain
• Analysis of adjoint non-recurrence of a class of time series models in random environment
• Existence of stationary distributions for a class of nonlinear time series models in random environment domain

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