Abstract
A criterion is derived for the geometric Harris ergodicity of general nonlinear autoregressive models, which imposes a condition on the forcing function only at infinity and does not require that the function be continuous.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 311-315 |
| Number of pages | 5 |
| Journal | Statistics and Probability Letters |
| Volume | 22 |
| Issue number | 4 |
| DOIs | |
| State | Published - 1995 |
| Externally published | Yes |
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Keywords
- Geometrically Harris ergodic
- Invariant probability
- Irreducibility
- Markov process
ASJC Scopus subject areas
- Statistics, Probability and Uncertainty
- Statistics and Probability
Cite this
On geometric ergodicity of nonlinear autoregressive models. / Bhattacharya, Rabindra N; Lee, Chanho.
In: Statistics and Probability Letters, Vol. 22, No. 4, 1995, p. 311-315.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - On geometric ergodicity of nonlinear autoregressive models
AU - Bhattacharya, Rabindra N
AU - Lee, Chanho
PY - 1995
Y1 - 1995
N2 - A criterion is derived for the geometric Harris ergodicity of general nonlinear autoregressive models, which imposes a condition on the forcing function only at infinity and does not require that the function be continuous.
AB - A criterion is derived for the geometric Harris ergodicity of general nonlinear autoregressive models, which imposes a condition on the forcing function only at infinity and does not require that the function be continuous.
KW - Geometrically Harris ergodic
KW - Invariant probability
KW - Irreducibility
KW - Markov process
UR - http://www.scopus.com/inward/record.url?scp=0001584540&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0001584540&partnerID=8YFLogxK
U2 - 10.1016/0167-7152(94)00082-J
DO - 10.1016/0167-7152(94)00082-J
M3 - Article
AN - SCOPUS:0001584540
VL - 22
SP - 311
EP - 315
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
SN - 0167-7152
IS - 4
ER -