一般非线性自回归模型的遍历性与几何遍历性  

The Ergodicity and Geometrical Ergodicity of A General Nonlinear Autoregressive Model

作　　者：蔺海新[1] 徐全智[2] 

机构地区：[1]河西学院数学系,甘肃张掖734000 [2]电子科技大学应用数学学院,成都610054

出　　处：《西南师范大学学报（自然科学版）》2009年第4期15-18,共4页Journal of Southwest China Normal University(Natural Science Edition)

摘　　要：利用一般状态空间马尔可夫链的有关知识,讨论了一般形式的非线性自回归模型的遍历性与几何遍历性问题,得到了判定一般形式的非线性自回归模型的遍历性与几何遍历性的充分条件.In this paper, the authors consider the question of ergodicity and the geometrical ergodicity of a general nonlinear autoregressive model by using the theory and technique of a Markov chain in general state space. Authors present some easy-to-check sufficient conditions for the ergodicity and geometrical ergodicity of a general nonlinear autoregressive model.

关 键 词：非线性自回归模型 遍历性 几何遍历性 马尔可夫链 

分 类 号：O211.61[理学—概率论与数理统计]