| 一类新的非线性时间序列模型的极限性态研究 |
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| 引用本文： | 张浩敏,俞政,龙绍舜. 一类新的非线性时间序列模型的极限性态研究[J]. 山西大学学报(自然科学版), 2008, 31(3) |
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| 作者姓名： | 张浩敏 俞政 龙绍舜 |
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| 作者单位： | 中南大学,数学科学与计算技术学院,湖南,长沙,410075 |
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| 摘 要： | 提出了带可数多个白噪声干扰的随机时滞的非线性时间序列模型并研究了这类模型的极限性态,得到了一些新的结果.
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| 关 键 词： | 几何遍历 随机环境 非线性时间序列 |
Limit Behavior of a Class of New Nonlinear Time Series Models |
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| ZHANG Hao-min,YU Zheng,LONG Shao-shun. Limit Behavior of a Class of New Nonlinear Time Series Models[J]. Journal of Shanxi University (Natural Science Edit, 2008, 31(3) |
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| Authors: | ZHANG Hao-min YU Zheng LONG Shao-shun |
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| Abstract: | A nonlinear time series model with a random delay perturbed by countably many white noises is examined.The limit behavior of the sequence specified by this model is investigated.Some novel results on the underlying model are presented. |
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| Keywords: | geometric ergodicity random environment nonlinear time series code:AReferences: |
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