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Volumn 40, Issue 2, 1998, Pages 171-177

Asymptotics of a class of pth-order nonlinear autoregressive processes

Author keywords

Functional central limit theorem; Geometrically harris ergodic; Invariant probability; Irreducibility; Markov process

Indexed keywords


EID: 0032530055     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(98)00099-6     Document Type: Article
Times cited : (7)

References (12)
  • 1
    • 0040125256 scopus 로고
    • On the functional central limit theorem and the law of iterated logarithm for markov processes
    • Bhattacharya, R.N., 1982. On the functional central limit theorem and the law of iterated logarithm for Markov processes. Z. Wahr. Verw. Geb. 60, 185-201.
    • (1982) Z. Wahr. Verw. Geb. , vol.60 , pp. 185-201
    • Bhattacharya, R.N.1
  • 2
    • 0001584540 scopus 로고
    • On geometric ergodicity of nonlinear autoregressive models
    • Bhattacharya, R.N., Lee, C., 1995. On geometric ergodicity of nonlinear autoregressive models. Statist. Probab. Lett. 22, 311-315.
    • (1995) Statist. Probab. Lett. , vol.22 , pp. 311-315
    • Bhattacharya, R.N.1    Lee, C.2
  • 3
    • 0000773483 scopus 로고
    • On the use of the deterministic lyapunov function for the ergodicity of stochastic difference equations
    • Chan, K.S., Tong, H., 1985. On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations. Adv. Appl. Probab. 17, 666-678.
    • (1985) Adv. Appl. Probab. , vol.17 , pp. 666-678
    • Chan, K.S.1    Tong, H.2
  • 4
    • 84986773542 scopus 로고
    • Random coefficient autoregressive processes: A markov chain analysis of stationarity and finiteness of moments
    • Feigin, P.D., Tweedie, R.L., 1985. Random coefficient autoregressive processes: a Markov chain analysis of stationarity and finiteness of moments. J. Time Ser. Anal. 6, 1-14.
    • (1985) J. Time Ser. Anal. , vol.6 , pp. 1-14
    • Feigin, P.D.1    Tweedie, R.L.2
  • 5
    • 0001488656 scopus 로고
    • The central limit theorem for stationary ergodic markov process
    • Gordin, M.I., Lifšic, B.A., 1978. The central limit theorem for stationary ergodic Markov process. Dokl. Akad. Nauk. SSSR 19, 392-393.
    • (1978) Dokl. Akad. Nauk. SSSR , vol.19 , pp. 392-393
    • Gordin, M.I.1    Lifšic, B.A.2
  • 8
    • 0002547378 scopus 로고
    • Non-linear time series models for non-linear random vibrations
    • Ozaki, T., 1980. Non-linear time series models for non-linear random vibrations. J. Appl. Probab. 17, 84-93.
    • (1980) J. Appl. Probab. , vol.17 , pp. 84-93
    • Ozaki, T.1
  • 10
    • 0001590528 scopus 로고
    • Nonlinear time series and markov chains
    • Tjøstheim, D., 1990. Nonlinear time series and Markov chains. Adv. Appl. Probab. 22, 587-611.
    • (1990) Adv. Appl. Probab. , vol.22 , pp. 587-611
    • Tjøstheim, D.1
  • 11
    • 0000884942 scopus 로고
    • Sufficient conditions for ergodicity and recurrence of markov chains on a general state space
    • Tweedie, R.L., 1975. Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space. Stochastic Proc. Appl. 3, 385-403.
    • (1975) Stochastic Proc. Appl. , vol.3 , pp. 385-403
    • Tweedie, R.L.1
  • 12
    • 0002179369 scopus 로고
    • Criteria for rates of convergence of markov chains, with applications to queueing theory
    • Kingman, J.F.C., Reuter, G.E.H. (Eds.). Cambridge University Press, Cambridge
    • Tweedie, R.L., 1983. Criteria for rates of convergence of Markov chains, with applications to queueing theory. In: Kingman, J.F.C., Reuter, G.E.H. (Eds.), Papers in Probability, Statistics and Analysis. Cambridge University Press, Cambridge.
    • (1983) Papers in Probability, Statistics and Analysis
    • Tweedie, R.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.