| 一类带随机延滞的时间序列模型的遍历性 |
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| 引用本文： | 张浩敏 俞政. 一类带随机延滞的时间序列模型的遍历性[J]. 数学理论与应用, 2005, 25(1): 48-51 |
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| 作者姓名： | 张浩敏 俞政 |
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| 作者单位： | 中南大学数学学院，长沙，410075 |
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| 摘 要： | 本利用马氏化方法和一般状态空间马氏链的基本理论研究了一类带随机延滞的时间序列模型的遍历性，得到了该模型伴随几何遍历的一个判别准则．
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| 关 键 词： | 遍历性 判别准则 随机 马氏链 时间序列模型 状态空间 一般 几何 基本理论研究 方法 |
The Ergodicity of a Time Series Model with a Stochastic Delay |
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| Zhang Haomin Yu Zheng. The Ergodicity of a Time Series Model with a Stochastic Delay[J]. Mathematical Theory and Applications, 2005, 25(1): 48-51 |
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| Authors: | Zhang Haomin Yu Zheng |
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| Abstract: | The ergodicity of a time series model with a stochastic delay is studied and a condition for the companion geometrical ergodicity of this model is constructed by applying the method of Markovnazation and the theory of Markov chains on general state space in this paper. |
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| Keywords: | time series model stochastic delay companion geometrical ergodicity |
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