Analysis of adjoint non-recurrence of a class of time series models in random environment

zbMATH Open1199.60271MaRDI QIDQ3404697FDOQ3404697

Authors: Gang Yang, Enwen Zhu, Rizhao Gong, Zaiming Liu 

Publication date: 12 February 2010

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zbMATH Keywords

random environmenttime series modeladjoint 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) Processes in random environments (60K37)

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
• Existence of stationary distributions for a class of nonlinear time series models in random environment domain
• Analysis on adjoint non-recurrent property of nonlinear time series in random environment domain

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