On nonergodicity for nonparametric autoregressive models

DOI10.1186/1687-1847-2013-200zbMath1379.60080OpenAlexW2162020852WikidataQ59301203 ScholiaQ59301203MaRDI QIDQ681119

Yunyan Wang, Mingtian Tang

Publication date: 30 January 2018

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1687-1847-2013-200

zbMATH Keywords

Markov chainsrandom environmentrandom delaynonergodic

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Processes in random environments (60K37)

Related Items (1)

Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation

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