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

MaRDI QIDQ3404697zbMATH OpenFDO

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

Publication date 12 February 2010

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)

Recommendations

• Analysis on adjoint non-recurrent property of nonlinear time series in random environment domain
• Ergodicity of a class of nonlinear time series models in random environment domain
• Recurrence and transience of states for Markov chains in random environments
• Existence of stationary distributions for a class of nonlinear time series models in random environment domain
• On nonergodicity for nonparametric 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
• 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

This page was built for publication: Analysis of adjoint non-recurrence of a class of time series models in random environment

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3404697)