The mixing property of bilinear and generalised random coefficient autoregressive models

DOI10.1016/0304-4149(86)90042-6zbMath0614.60062OpenAlexW2024220054MaRDI 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

Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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