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

被引：0
作者：
Enwen ZhuHanjun ZhangGang YangZaiming LiuJiezhong Zou Shaoshun Long School of Mathematics and Computational ScienceXiangtan UniversityHunan China School of Mathematics and Computing SciencesChangsha University of Science and TechnologyHunan China School of InformationHunan University of CommerceHunan China School of MathematicsCentral South UniversityHunan China [1 ,2 ,1 ,3 ,4 ,4 ,4 ,1 ,411105 ,2 ,410076 ,3 ,410205 ,4 ,410075 ]
机构：
来源：
ActaMathematicaeApplicataeSinica(EnglishSeries) | 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：
020208 ; 070103 ; 0714 ;
摘要：
<正>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 {Z_n} is a Markov chain with finite state space,and for every state i of the Markov chain,{e_n（i）} is a sequence of independent and identically distributed random variables.Also, the limit behavior of the sequence {X_n} defined by the above model is investigated.Some new novel results on the underlying models are presented.
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页码：159 / 168
页数：10
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