Existence of stationary distributions for a class of nonlinear time series models in random environment domain

被引：0
|
作者：
Yueheng Wang
Enwen Zhu
Yong Xu
机构：
[1] Changsha University of Science and Technology,School of Mathematics and Computational Science
[2] Central South University,School of Mathematics
来源：
Journal of Inequalities and Applications | / 2011卷
关键词：
Stationary distribution; Nonlinear time series; Random environment;
D O I：
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学科分类号：
摘要：
In this paper, we study the problem of a variety of nonlinear time series model Xn+1= F(Xn, en+1(Zn+1)) in which {Zn+1} 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 existence of the stationary distribution of the sequence {Xn} defined by the above model is investigated. Some new novel results on the underlying models are presented.
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