摘要
本文对带随机延滞的ARCH模型进行了分析,并得到该模型伴随几何遍历的一个判别准则.
In this paper,the ARCH model with stochastic delay was discussed and a sufficient condition for the companion tgeometrical ergodicity of this model was obtained.
出处
《数学理论与应用》
2006年第4期40-43,共4页
Mathematical Theory and Applications
关键词
几何遍历
小集
不可约
随机延滞
geometrical ergodicity small set irreducibel stochastic delay
