| 非线性自回归模型的几何非常返性 |
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| 引用本文： | 宋延红.非线性自回归模型的几何非常返性[J].数学杂志,2016,36(5):987-992. |
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| 作者姓名： | 宋延红 |
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| 作者单位： | 中南财经政法大学统计与数学学院, 湖北 武汉 430073 |
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| 基金项目： | Supported by National Natural Science Foundation of China (11426219;11501576). |
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| 摘 要： | 本文研究了非线性自回归模型的随机稳定性.通过建立恰当的Foster-Lyapunov条件,得到了非线性自回归模型几何非常返的充分条件.
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| 关 键 词： | 几何非常返 非线性自回归模型 Foster-Lyapunov条件 |
| 收稿时间： | 2016/3/11 0:00:00 |
| 修稿时间： | 2016/6/1 0:00:00 |
GEOMETRIC TRANSIENCE FOR NON-LINEAR AUTOREGRESSIVE MODELS |
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| SONG Yan-hong.GEOMETRIC TRANSIENCE FOR NON-LINEAR AUTOREGRESSIVE MODELS[J].Journal of Mathematics,2016,36(5):987-992. |
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| Authors: | SONG Yan-hong |
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| Institution: | School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan 430073, China |
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| Abstract: | In the paper, we study the stochastic stability for non-linear autoregressive models. By establishing an appropriate Foster-Lyapunov criterion, a sufficient condition for geometric transience is presented. |
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| Keywords: | geometric transience non-linear autoregressive model Foster-Lyapunov criterion |
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