Ergodicity of a Class of Nonlinear Time Series Models in Random Environment Domain

被引：0
|
作者：
En-wen Zhu~(1
机构：
来源：
Acta Mathematicae Applicatae Sinica(English Series) | 2010年 / 26卷 / 01期
关键词：
Ergodicity; Random environment; Nonlinear time series;
D O I：
暂无
中图分类号：
O211.6 [随机过程];
学科分类号：
摘要：
In this paper,we study the problem of a variety of nonlinear time series model Xn+1=T(Zn+1))(X(n),…,X(n-Zn+1),en+1(Zn+1)) in which {Zn} is a Markov chain with finite state space,and for every state i of the Markov chain,{en(i)} is a sequence of independent and identically distributed random variables.Also, the limit behavior of the sequence {Xn} defined by the above model is investigated.Some new novel results on the underlying models are presented.
引用
收藏
页码：159 / 168
页数：10
相关论文
共 50 条
  • [1] Ergodicity of a class of nonlinear time series models in random environment domain
    En-wen Zhu
    Han-jun Zhang
    Gang Yang
    Zai-ming Liu
    Jie-zhong Zou
    Shao-shun Long
    Acta Mathematicae Applicatae Sinica, English Series, 2010, 26 : 159 - 168
  • [2] Ergodicity of a class of nonlinear time series models in random environment domain
    Zhu, En-wen
    Zhang, Han-jun
    Yang, Gang
    Liu, Zai-ming
    Zou, Jie-zhong
    Long, Shao-shun
    ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2010, 26 (01): : 159 - 168
  • [3] Study on a class of nonlinear time series models and ergodicity in random environment domain
    Zhenting Hou
    Zheng Yu
    Peng Shi
    Mathematical Methods of Operations Research, 2005, 61 : 299 - 310
  • [4] Study on a class of nonlinear time series models and ergodicity in random environment domain
    Hou, ZT
    Yu, Z
    Shi, P
    MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2005, 61 (02) : 299 - 310
  • [5] Existence of stationary distributions for a class of nonlinear time series models in random environment domain
    Wang, Yueheng
    Zhu, Enwen
    Xu, Yong
    JOURNAL OF INEQUALITIES AND APPLICATIONS, 2011,
  • [6] Existence of stationary distributions for a class of nonlinear time series models in random environment domain
    Yueheng Wang
    Enwen Zhu
    Yong Xu
    Journal of Inequalities and Applications, 2011
  • [7] Geometric ergodicity of nonlinear time series
    Cline, DBH
    Pu, HMH
    STATISTICA SINICA, 1999, 9 (04) : 1103 - 1118
  • [8] Analysis on adjoint non-recurrent property of nonlinear time series in random environment domain
    Enwen Zhu
    Jiezhong Zou
    Zhenting Hou
    Mathematical Methods of Operations Research, 2007, 65 : 353 - 360
  • [9] Analysis on adjoint non-recurrent property of nonlinear time series in random environment domain
    Zhu, Enwen
    Zou, Jiezhong
    Hou, Zhenting
    MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2007, 65 (02) : 353 - 360
  • [10] Estimation for a class of positive nonlinear time series models
    Brown, TC
    Feigin, PD
    Pallant, DL
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1996, 63 (02) : 139 - 152
12345