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- 2016
非线性自回归模型的几何非常返性
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Abstract:
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.
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
