Publication:3813021
From MaRDI portal
zbMath0663.60054MaRDI QIDQ3813021
Publication date: 1988
time series; ergodicity; autoregressive processes; positive recurrence; Foster's condition; conditions for the existence of an invariant measure
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G10: Stationary stochastic processes
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
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