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Ergodicity of a Class of Nonlinear Time Series Models in Random Environment Domain
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作者 En-wen Zhu Han-jun Zhang +3 位作者 Gang Yang Zai-ming Liu jie-zhong zou Shao-shun Long 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2010年第1期159-168,共10页
In this paper, we study the problem of a variety of p, onlinear time series model Xn+ 1= TZn+1(X(n), … ,X(n - Zn+l), en+1(Zn+1)) in which {Zn} is a Markov chain with finite state space, and for every sta... In this paper, we study the problem of a variety of p, onlinear time series model Xn+ 1= TZn+1(X(n), … ,X(n - Zn+l), en+1(Zn+1)) in which {Zn} is a Markov chain with finite state space, and for every state i of the Markov chain, {en(i)} is a sequence of independent and identically distributed random variables. Also, the limit behavior of the sequence {Xn} defined by the above model is investigated. Some new novel results on the underlying models are presented. 展开更多
关键词 ERGODICITY Random environment Nonlinear time series
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