| 一类非线性时间序列模型的非遍历性与非常返性 |
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| 引用本文： | 刘德林 曹忻. 一类非线性时间序列模型的非遍历性与非常返性[J]. 东南大学学报(自然科学版), 1992, 22(1): 73-77 |
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| 作者姓名： | 刘德林 曹忻 |
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| 作者单位： | 东南大学管理学院，东南大学管理学院，东南大学管理学院 |
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| 摘 要： |
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| 关 键 词： | 时序模型 非遍成性 非常返性 |
Nonergodicity and Transience of a Nonlinesr Time Series Model |
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| Liu Delin Cao Xin Sheng Zhaohan. Nonergodicity and Transience of a Nonlinesr Time Series Model[J]. Journal of Southeast University(Natural Science Edition), 1992, 22(1): 73-77 |
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| Authors: | Liu Delin Cao Xin Sheng Zhaohan |
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| Affiliation: | College of Management |
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| Abstract: | This paper studies the nonergodicity and transience of nonlinear time series model defined by a stochastic difference equation. Sufficient conditions for nonergodicity and transience of the model are derived via the Lyapunov function of its deterministic part. |
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| Keywords: | time series analysis / nonlinear time series nonergodicity transience |
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