摘要
应用马尔科夫链的有关知识和方法,得到了一般形式的非线性自回归模型在非压缩条件下的遍历性与几何遍历性的判定条件。
In this paper, we generalize the result in [2]to the general form and obtain the sufficient condition of ergodicity or geometrical ergodicity with nonlinear autoregressive model does not meet any shrink condition.
出处
《廊坊师范学院学报(自然科学版)》
2010年第5期20-22,32,共4页
Journal of Langfang Normal University(Natural Science Edition)
关键词
非线性自回归模型
遍历性
几何遍历性
马尔科夫链
nonhnear autoregressive model
ergodicity
geometrical ergodicity
Markov chain