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：
020208 ; 070103 ; 0714 ;
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
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