| 关于非线性自回归模型的几何遍历性 |
| |
| 引用本文： | 陈式刚,安鸿志.关于非线性自回归模型的几何遍历性[J].应用数学学报,1997,20(4):481-486. |
| |
| 作者姓名： | 陈式刚 安鸿志 |
| |
| 作者单位： | 中国科学院应用数学研究所 应用物理与计算数学研究所，北京，100088，北京，100080 |
| |
| 摘 要： | 本文讨论带噪声的动态系统，即非线性自由回归模型，若原系统不具有任何压缩性质，但是它的某种拓扑共轭变换后的系统满足一定的压缩性质，本文指出，当噪声适当小时，相应的带噪声的动态系统将有唯一的平稳解，而且是几何遍历的。
|
| 关 键 词： | 非线性自回归 几何遍历性 拓扑共轭变换 回归 |
ON THE ERGODICITY OF NONLINEAR AUTOREGRESSIVE MODEL |
| |
| CHEN SHIGANG.ON THE ERGODICITY OF NONLINEAR AUTOREGRESSIVE MODEL[J].Acta Mathematicae Applicatae Sinica,1997,20(4):481-486. |
| |
| Authors: | CHEN SHIGANG |
| |
| Abstract: | This paper studies dynamic system with random noise, i.e. nonlinear autoregressive model. When the noise-free dynamic system does not meet any shrink condition,but after some topological conjugate transformation it meets a shrink condition, in such case we prove that under some moment condition on the noise the corresponding autoregressive model has an unique stationary solution, which is geometrically ergotic. |
| |
| Keywords: | Nonlinear autoregressive model geometric ergodicity topological conjugate transformation |
| 本文献已被 CNKI 维普 等数据库收录！ |
