随机环境下的非线性时间序列模型的几何遍历性

The Geometric Ergodicity of a Non-linear Time Series Model underthe Random Environment

将对随机环境下的非线性时间序列模型xt=(α0+α1|xt-1|rβ+…+αp|xt-p|rβ)1/rεt(zt)进行分析,研究由其决定的迭代序列的几何遍历性.

In this paper we consider the non-linear time series model under the random environment,xt=(α0+α1｜xt-1｜rβ+…+αp｜xt-p｜rβ)1/rεt(zt) We discuss the geometric ergodicity of the iterative sequence defined by this model.