Analysis on adjoint non-recurrent property of nonlinear time series in random environment domain

被引：4
|
作者：
Zhu, Enwen [1 ]
Zou, Jiezhong [1 ]
Hou, Zhenting [1 ]
机构：
[1] Cent S Univ, Sch Math, Changsha 410075, Hunan, Peoples R China
来源：
MATHEMATICAL METHODS OF OPERATIONS RESEARCH | 2007年 / 65卷 / 02期
关键词：
adjoint non-recurrence; random environment; mu(q) x lambda-irreducibility;
D O I：
10.1007/s00186-006-0128-7
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
By introducing a random interference into the typical of nonlinear time series model, this paper establishes a RENLAR model: X(n+1) = T(Xn) + e(n+1)(Z(n+1)). The author introduces the definition of adjoint non-recurrence, and utilizing general state space Markov chain theorem, we obtain some criteria for non-recurrence and adjoint non-recurrence of nonlinear time series models in random environment domain and analyze adjoint non-recurrence of some models by using these criteria.
引用
收藏
页码：353 / 360
页数：8
相关论文
共 10 条
  • [1] 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
  • [2] Ergodicity of a Class of Nonlinear Time Series Models in Random Environment Domain
    En-wen Zhu~(1
    Acta Mathematicae Applicatae Sinica(English Series), 2010, 26 (01) : 159 - 168
  • [3] 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
  • [4] 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
  • [5] 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
  • [6] 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
  • [7] 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,
  • [8] 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
  • [9] Asymptotic parameter estimation of nonlinear time series in a random environment
    Anisimov, VV
    Seilhamer, AV
    MODELLING AND SIMULATION 2001, 2001, : 765 - 770
  • [10] On nonrecurrence of nonlinear random time delay autoregressive models under random environment
    Wang, Yunyan
    Wang, Yanfang
    Li, Wei
    Tang, Mingtian
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2024, 53 (09) : 4149 - 4157
1