On geometric ergodicity of nonlinear autoregressive models
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Publication:1347199
DOI10.1016/0167-7152(94)00082-JzbMath0830.60059MaRDI QIDQ1347199
Rabi N. Bhattacharya, Chanho Lee
Publication date: 2 April 1995
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Markov process; irreducibility; geometric ergodicity; stochastic Lyapunov functions; invariant probability; geometrically Harris ergodic
60F05: Central limit and other weak theorems
60J05: Discrete-time Markov processes on general state spaces
60J99: Markov processes
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