Stationary measures for non-irreducible non-continuous Markov chains with time series applications

Statistica Sinica

Volumn 12, Issue 2, 2002, Pages 651-660

  Fonseca, G ^b   Tweedie, R L ^a  

^a UNIVERSITY OF MINNESOTA   (United States)

^b NONE

Author keywords

Bilinear models; Ergodicity; Foster Lyapunov criteria; Geometric ergodicity; Invariant measures; Irreducibility; Nonlinear ARMA models; Positive recurrence; Stationary measures

Indexed keywords

EID: 0036556624     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (14)

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