The existence of moments for stationary Markov chains

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Moment conditions for a sequence with negative drift to be uniformly bounded in \(L^r\)
Estimation of an autoregressive semiparametric model with exogenous variables
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Log-linear Poisson autoregression
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Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes
Bounded truncation error for long-run averages in infinite Markov chains
Moments for stationary Markov chains with asymptotically zero drift
Laws of large numbers in self-correcting point processes
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On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes
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SUR UN MODÉLE AUTORÉGRESSIF NON LINÉAIRE, ERGODICITÉ ET ERGODICITÉ GÉOMÉTRIQUE
Geometric ergodicity of a general ARCH type model
Second-order discretization schemes of stochastic differential systems for the computation of the invariant law
A lower bound for expectation of a convex functional
ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
Finite-state-space truncations for infinite quasi-birth-death processes
On the central limit theorem for an ergodic Markov chain

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