Title :
Nonergodicity for a class of general nonlinear time series models
Author :
Wang, Yunyan ; Tang, Mingtian
Author_Institution :
Sch. of Sci., Jiangxi Univ. of Sci. & Technol., Ganzhou, China
Abstract :
This paper popularizes the general nonlinear time series model by introducing random environment in the innovation process, and at the same time we bring in random time delay which makes the order of the model turn to random rather than fixed. Nonergodicity criteria for the Markov chain which are determined by the sequence of iterations of the new models are developed.
Keywords :
Markov processes; nonlinear equations; random processes; time series; Markov chain; general nonlinear time series models; innovation process; iteration sequence; nonergodicity criteria; random environment; random time delay; Biological system modeling; Economics; Markov processes; Mathematical model; Probability distribution; Time series analysis; Yttrium; Markov chain; Nonergodic; Random environment; Random time delay;
Conference_Titel :
Artificial Intelligence, Management Science and Electronic Commerce (AIMSEC), 2011 2nd International Conference on
Conference_Location :
Deng Leng
Print_ISBN :
978-1-4577-0535-9
DOI :
10.1109/AIMSEC.2011.6010299
