The ergodicity of a random coefficient functional-autoregressive model

MaRDI QIDQ2720682zbMATH OpenFDO

Authors Jincheng Fan, Ping Guo

Publication date 27 June 2001

Published in Journal of Engineering Mathematics (Xi'an) (Search for Journal in Brave)

Mathematics Subject Classification ID

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

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