Strict stationarity of ar(p) processes generated by nonlinear random functions with additive perturbations

DOI10.1080/03610929908832436zbMath0947.60030MaRDI QIDQ4935422

Oesook Lee

Publication date: 1 November 2000

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929908832436

zbMATH Keywords

ergodicity; Markov chain; geometric ergodicity; generalized autoregressive process

Mathematics Subject Classification ID

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)

Cites Work

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