SUR UN MODÉLE AUTORÉGRESSIF NON LINÉAIRE, ERGODICITÉ ET ERGODICITÉ GÉOMÉTRIQUE

Abdelkader Mokkadem

Journal of Time Series Analysis, 1987, vol. 8, issue 2, 195-204

Abstract: Resumé. On établit des conditions suffisantes d'ergodicité et d'ergodicité géométrique pour la chaine de Markov (Xn) définie par On donne également des exemples d'application. Abstract. We obtain sufficient conditions of ergodicity and geometric ergodicity for the Markov chain (Xn) defined by We give also some applications.

Date: 1987
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://doi.org/10.1111/j.1467-9892.1987.tb00432.x

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:8:y:1987:i:2:p:195-204

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0143-9782

Access Statistics for this article

Journal of Time Series Analysis is currently edited by M.B. Priestley

More articles in Journal of Time Series Analysis from Wiley Blackwell
Bibliographic data for series maintained by Wiley Content Delivery ().