scientific article
From MaRDI portal
Publication:3813021
zbMath0663.60054MaRDI QIDQ3813021
Publication date: 1988
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
time seriesergodicityautoregressive processespositive recurrenceFoster's conditionconditions for the existence of an invariant measure
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Related Items (27)
Drift conditions and invariant measures for Markov chains. ⋮ Observation-driven models for discrete-valued time series ⋮ Bounded truncation error for long-run averages in infinite Markov chains ⋮ Limit theorems for some doubly stochastic processes ⋮ Value iteration in average cost Markov control processes on Borel spaces ⋮ ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL ⋮ A strategic market game with secured lending ⋮ On a threshold autoregression with conditional heteroscedastic variances ⋮ On Stochastic Stability of a Class of non-Markovian Processes and Applications in Quantization ⋮ Unnamed Item ⋮ ON THE STATIONARITY OF DYNAMIC CONDITIONAL CORRELATION MODELS ⋮ Stationarity of generalized autoregressive moving average models ⋮ Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator ⋮ GARCH models without positivity constraints: exponential or log GARCH? ⋮ On finite long run costs and rewards in infinite Markov chains ⋮ On probabilistic properties of nonlinear \(\text{ARMA}(p,q)\) models ⋮ Asymptotic spectral theory for nonlinear time series ⋮ A scalar dynamic conditional correlation model: structure and estimation ⋮ Stable adaptive control for a plant with randomly varying parameters ⋮ A sufficient condition for the existence of an invariant probability measure for Markov processes ⋮ On stationarity and \(\beta \)-mixing of periodic bilinear processes ⋮ General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator ⋮ Absolute regularity of semi-contractive GARCH-type processes ⋮ On stationarity and \(\beta\)-mixing property of certain nonlinear \(\text{GARCH}(p,q)\) models ⋮ A strategic market game with active bankruptcy ⋮ Stationarity and the existence of moments of a family of GARCH processes. ⋮ Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model
This page was built for publication: