頁籤選單縮合
題 名 | Geometric Transience of Nonlinear Time Series |
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作 者 | Cline,Baren B. H.; Pu,Huay-min H.; | 書刊名 | Statistica Sinica |
卷 期 | 11:1 2001.01[民90.01] |
頁 次 | 頁273-287 |
分類號 | 319.712 |
關鍵詞 | Markov chain; Nonlinear time series; Transience; |
語 文 | 英文(English) |
英文摘要 | In this paper we provide conditions for nonlinear time series to be geometrically explosive with positive probability. The paper complements earlier work by the authors on geometrically ergodic nonlinear time series, showing that the conditions for examples in the earlier paper are sharp. We also study the transience of polynomial autoregression models. |
本系統中英文摘要資訊取自各篇刊載內容。