The mixing property of bilinear and generalised random coefficient autoregressive models

DOI10.1016/0304-4149(86)90042-6zbMath0614.60062MaRDI QIDQ1819826

Publication date: 1986

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(86)90042-6

zbMATH Keywords

geometric ergodicity; absolute regularity; random coefficient autoregressive model; bilinear model

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

60J05: Discrete-time Markov processes on general state spaces

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)

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