Analysis on adjoint non-recurrent property of nonlinear time series in random environment domain

Enwen Zhu (), Jiezhong Zou and Zhenting Hou

Mathematical Methods of Operations Research, 2007, vol. 65, issue 2, 353-360

Abstract: By introducing a random interference into the typical of nonlinear time series model, this paper establishes a RENLAR model: $$X_{n+1}=T(X_n)+ e_{n+1}(Z_{n+1})$$ . The author introduces the definition of adjoint non-recurrence, and utilizing general state space Markov chain theorem, we obtain some criteria for non-recurrence and adjoint non-recurrence of nonlinear time series models in random environment domain and analyze adjoint non-recurrence of some models by using these criteria. Copyright Springer-Verlag 2007

Keywords: Adjoint non-recurrence; Random environment; $$\mu_q\times\lambda$$ -Irreducibility (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s00186-006-0128-7

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