SUR UN MODÉLE AUTORÉGRESSIF NON LINÉAIRE, ERGODICITÉ ET ERGODICITÉ GÉOMÉTRIQUE

DOI10.1111/J.1467-9892.1987.TB00432.XzbMATH Open0621.60076OpenAlexW2013348911MaRDI QIDQ3757095FDOQ3757095

Abdelkader Mokkadem

Publication date: 1987

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1987.tb00432.x

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zbMATH Keywords

ergodicityautoregressive processgeometric ergodicitybilinear modelsHarris-recurrence

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

• Moment bounds for stationary mixing sequences
• Title not available (Why is that?)
• Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space
• Geometric ergodicity of Harris recurrent Markov chains with applications to renewal theory
• Criteria for classifying general Markov chains
• The existence of moments for stationary Markov chains

Cited In (35)

• Mixing properties of ARMA processes
• Polynomial ergodicity of Markov transition kernels.
• Weak invariance of the multidimensional rank statistic for nonstationary absolutely regular processes
• A consistent bootstrap test for conditional density functions with time-series data
• On geometric ergodicity of nonlinear autoregressive models
• Weak convergence for rectangle-indexed weighted multivariate empirical \(U\)-statistic processes under mixing conditions
• Title not available (Why is that?)
• Ergodicity, geometric ergodicity and mixing conditions for nonparametric ARMA processes
• Weak convergence of weighted multivariate empirical U-statistics processes under mixing condition
• On \(\mathbb L_2\)-structure of bilinear models on \(\mathbb Z^d\)
• Local polynomial estimators of the volatility function in nonparametric autoregression
• Propriétés de mélange des processus autorégressifs polynomiaux. (Mixing properties of polynomial autoregressive processes)
• On a partly linear autoregressive model with moving average errors
• Nonparametric vector autoregression
• On residual sums of squares in non-parametric autoregression
• Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes.
• Title not available (Why is that?)
• The ergodicity of an NLAR model with stochastic delay
• A consistent nonparametric test for serial independence
• Title not available (Why is that?)
• Title not available (Why is that?)
• Nonparametric estimation of the stationary density and the transition density of a Markov chain
• Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes
• A consistent nonparametric test for linearity of \(\text{AR} (p)\) models
• Value iteration in average cost Markov control processes on Borel spaces
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On goodness-of-fit tests for weakly dependent processes using kernel method
• Root-n-consistent estimation of partially linear time series models
• Recurrence conditions for Markov decision processes with Borel state space: A survey
• Title not available (Why is that?)
• Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models
• A consistent nonparametric test of ergodicity for time series with applications
• Parametric estimation of hidden Markov models by least squares type estimation and deconvolution

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