摘要
本文研究了非线性自回归模型的随机稳定性.通过建立恰当的Foster-Lyapunov条件,得到了非线性自回归模型几何非常返的充分条件.
In the paper,we study the stochastic stability for non-linear autoregressive models.By establishing an appropriate Foster-Lyapunov criterion,a sufficient condition for geometric transience is presented.
出处
《数学杂志》
CSCD
北大核心
2016年第5期987-992,共6页
Journal of Mathematics
基金
Supported by National Natural Science Foundation of China(11426219
11501576)