Existence of stationary distributions for a class of nonlinear time series models in random environment domain

DOI10.1186/1029-242X-2011-63zbMATH Open1273.60087WikidataQ59268509 ScholiaQ59268509MaRDI QIDQ357367FDOQ357367

Yong Xu, Yueheng Wang, Enwen Zhu

Publication date: 30 July 2013

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Recommendations

• Ergodicity of a class of nonlinear time series models in random environment domain
• Study on a class of nonlinear time series models and ergodicity in random environment domain
• scientific article; zbMATH DE number 1779501
• Analysis of adjoint non-recurrence of a class of time series models in random environment
• scientific article; zbMATH DE number 1782270

zbMATH Keywords

nonlinear time seriesrandom environmentstationary distribution

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Cites Work

• On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
• Analysis on adjoint non-recurrent property of nonlinear time series in random environment domain
• 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

Cited In (4)

• Study on a class of nonlinear time series models and ergodicity in random environment domain
• Title not available (Why is that?)
• Analysis on adjoint non-recurrent property of nonlinear time series in random environment domain
• Non-linear time series and Markov chains

This page was built for publication: Existence of stationary distributions for a class of nonlinear time series models in random environment domain

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q357367)