Geometric ergodicity of nonlinear first order autoregressive models

DOI10.1080/15326349908807535zbMath0935.60055OpenAlexW2052831396MaRDI QIDQ4243928

Akio Tanikawa

Publication date: 4 May 2000

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349908807535

zbMATH Keywords

ergodicityMarkov chainautoregressive modelgeometric ergodicity

Mathematics Subject Classification ID

General nonlinear regression (62J02) Discrete-time Markov processes on general state spaces (60J05)

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