Ergodicity of a class of nonlinear time series models in random environment domain |
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| Authors: | En-wen Zhu Han-jun Zhang Gang Yang Zai-ming Liu Jie-zhong Zou Shao-shun Long |
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| Institution: | [1]School of Mathematics and Computational Science, Xiangtan University, Hunan 411105, China [2]School of Mathematics and Computing Sciences, Changsha University of Science and Technology, Hunan410076, China [3]School of Information, Hunan University of Commerce, Hunan 410205, China [4]School of Mathematics, Central South University, Hunan 410075, China |
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| Abstract: | In this paper, we study the problem of a variety of nonlinear time series model X
n+1 = T
Z
n+1(X(n), …, X(n − Z
n+1), e
n+1(Z
n+1)) in which {Z
n
} is a Markov chain with finite state space, and for every state i of the Markov chain, {e
n
(i)} is a sequence of independent and identically distributed random variables. Also, the limit behavior of the sequence {X
n
} defined by the above model is investigated. Some new novel results on the underlying models are presented. |
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| Keywords: | Ergodicity Random environment Nonlinear time series |
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