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

DOI10.1007/S00186-006-0128-7zbMATH Open1156.62349OpenAlexW2082840054MaRDI QIDQ1006552FDOQ1006552

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

Recommendations

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

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)

Cites Work

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

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

This page was built for publication: Analysis on adjoint non-recurrent property of nonlinear time series in random environment domain

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1006552)