一类带随机延滞的时间序列模型的遍历性

The Ergodicity of a Time Series Model with a Stochastic Delay

本文利用马氏化方法和一般状态空间马氏链的基本理论研究了一类带随机延滞的时间序列模型的遍历性,得到了该模型伴随几何遍历的一个判别准则.

The ergodicity of a time series model with a stochastic delay is studied and a condition for the companion geometrical ergodicity of this model is constructed by applying the method of Markovnazation and the theory of Markov chains on general state space in this paper.