On nonergodicity for nonparametric autoregressive models
نویسندگان
چکیده
*Correspondence: [email protected] School of Science, Jiangxi University of Science and Technology, Ganzhou, 341000, China Abstract In this paper, we introduce a class of nonlinear time series models with random time delay under random environment, sufficient conditions for nonergodicity of these models are developed. The so-called Markovnization methods are used, that is, proper supplementary variables are added to a non-Markov process, then a new Markov process can be obtained. MSC: 60J05; 60J10; 60K37
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تاریخ انتشار 2013