| 一类非线性时序模型非遍历性的一个充分条件 |
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| 引用本文： | 盛昭瀚,刘德林.一类非线性时序模型非遍历性的一个充分条件[J].应用数学,1994,7(3):280-286. |
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| 作者姓名： | 盛昭瀚 刘德林 |
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| 作者单位： | 东南大学，东南大学，东南大学 南京 210018，南京 210018，南京 210018 |
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| 摘 要： | 本文研究了一类由紧算子与加性i.i.d.干扰确定的非线性时间序列的非遍历性,揭示了这类非线性时间序列的非遍历性与其相应确定性部分的Lyapunov函数之间的联系。
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| 关 键 词： | 非线性时间序列 非遍历性 Lyapunov函数 门限自回归模型 |
On Sufficient Condition for Nonergodicity of a Class of Nonlinear Time Series Models |
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| Sheng Zhaohan Liu Delin Wang Tao.On Sufficient Condition for Nonergodicity of a Class of Nonlinear Time Series Models[J].Mathematica Applicata,1994,7(3):280-286. |
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| Authors: | Sheng Zhaohan Liu Delin Wang Tao |
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| Abstract: | In this paper, nonergodicity of nonlinear time series defined by compact mapping and additive i. i. d. disturbances is discussed. The connection between nonergodicity of the time series and Lyapunov function of its associated deterministic part is revealed. |
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| Keywords: | Nonlinear time series Nonergodicity Lyapunov function Threshold autore-gressive model |
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