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) |
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Pages (from-to) | 311-315 |
Number of pages | 5 |
Journal | Statistics and Probability Letters |
Volume | 22 |
Issue number | 4 |
DOIs | |
State | Published - Mar 1995 |
Keywords
- Geometrically Harris ergodic
- Invariant probability
- Irreducibility
- Markov process
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty