Correction to: Random Coefficient Autoregressive Processes: a Markov Chain Analysis of Stationarity and Finiteness of Moments by Paul D. Feigin and Richard L. Tweedie J. Time Series Anal., Vol. 6, No. 1 (1985)

DOI10.1111/JTSA.12521MaRDI QIDQ5135329zbMATH OpenOpenAlexFDO

Authors Paul D. Feigin

Publication date 20 November 2020

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/jtsa.12521

zbMATH Keywords

autoregressive processesbilinear processdiscrete time vector processesfiniteness of momentsgeneral state space Markov chainsgeometric ergodicityHarris ergodicitystationarity

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
• scientific article; zbMATH DE number 3915473
• On first and second order stationarity of random coefficient models
• scientific article; zbMATH DE number 4111859
• Limit theory for random coefficient first-order autoregressive process

Cites work

• scientific article; zbMATH DE number 3789620 (Why is no real title available?)
• Markov Chains and Stochastic Stability
• RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS

Cited in

(2)

• Corrigendum to: ``Some robust exact results on sample autocorrelations and tests of randomness
• RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS

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