On the uniform ergodicity of Markov processes of order 2

DOI10.1239/jap/1053003556zbMath1031.60065MaRDI QIDQ4435687

Ulrich Herkenrath

Publication date: 17 November 2003

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1053003556

zbMATH Keywords

nonlinear time series models; sequential smoothing procedures; uniform ergodicity of Markov processes of order 2

Mathematics Subject Classification ID

60J05: Discrete-time Markov processes on general state spaces

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)

Related Items

Change detection for uncertain autoregressive dynamic models through nonparametric estimation, A sufficient condition for a unique invariant distribution of a higher-order Markov chain, A Hoeffding-type inequality for ergodic time series

Cites Work

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