Random dynamical systems: A review

Rabindra N Bhattacharya, Mukul Majumdar

Research output: Contribution to journalArticle

10 Citations (Scopus)

Abstract

This paper provides a review of some results on the stability of random dynamical systems and indicates a number of applications to stochastic growth models, linear and non-linear time series models, statistical estimation of invariant distributions, and random iterations of quadratic maps.

Original languageEnglish (US)
Pages (from-to)13-38
Number of pages26
JournalEconomic Theory
Volume23
Issue number1
DOIs
StatePublished - Jan 2004

Fingerprint

Time series models
Nonlinear time series
Statistical estimation
Invariant distribution
Stochastic growth model
Random dynamical systems

Keywords

  • Contractions
  • Estimation
  • Random dynamical systems
  • Splitting
  • Stability
  • Stochastic growth
  • Time series

ASJC Scopus subject areas

  • Economics and Econometrics

Cite this

Random dynamical systems : A review. / Bhattacharya, Rabindra N; Majumdar, Mukul.

In: Economic Theory, Vol. 23, No. 1, 01.2004, p. 13-38.

Research output: Contribution to journalArticle

Bhattacharya, Rabindra N ; Majumdar, Mukul. / Random dynamical systems : A review. In: Economic Theory. 2004 ; Vol. 23, No. 1. pp. 13-38.
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