非线性自回归模型的遍历性与几何遍历性

Ergodicity and Geometrical Ergodicity of Nonlinear Autoregressive Model

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.