scientific article; zbMATH DE number 1264289

MaRDI QIDQ4233206zbMATH OpenFDO

Authors Shigang Chen, Hongzhi An

Publication date 2 April 2000

zbMATH Keywords

geometric ergodicitynonlinear autoregressive modeltopological conjugate transformation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Ergodicity conditions for nonlinear discrete time stochastic dynamical systems with Markovian noise
• Iterations of dependent random maps and exogeneity in nonlinear dynamics
• SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS

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