| 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. |
| 关键词: 几何非常返 非线性自回归模型 Foster-Lyapunov条件 |
| DOI： |
| 分类号:O211.62;O211.9 |
| 基金项目:Supported by National Natural Science Foundation of China (11426219;11501576). |
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| GEOMETRIC TRANSIENCE FOR NON-LINEAR AUTOREGRESSIVE MODELS |
|
SONG Yan-hong
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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. |
| Key words: geometric transience non-linear autoregressive model Foster-Lyapunov criterion |
