scientific article; zbMATH DE number 1457203

MaRDI QIDQ4954591zbMATH OpenFDO

Authors Oesook Lee

Publication date 12 June 2000

zbMATH Keywords

geometric ergodicityMarkov chainnonlinear time seriestransience

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)

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• The geometric ergodicity and existence of moments for a class of nonlinear time series model
• Stability of nonlinear AR(1) time series with delay
• Recurrence and transience of contractive autoregressive processes and related Markov chains
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