On Nonrecurrence of General Nonlinear Time Series Models with Random Time Delay under Random Environment

摘要：

This paper generalizes the general nonlinear time series model by introducing Markov chain with finite state space. On the one hand, we bring in random environment in the innovation process. On the other hand, we bring in random time delay which makes the order of the model turn to random rather than fixed. Nonrecurrence criteria for the Markov chain which is determined by the sequence of iterations of the new models are developed.

关键词： Markov chain Nonrecurrent Random environment Random time delay.

作者: Mingtian Tang Yunyan Wang

作者单位: School of Science,Jiangxi University of Science and Technology,Ganzhou 341000, China

会议类型: 国际会议

会议名称: 2011 Seventh International Conference on Natural Computation(第七届自然计算国际会议 ICNC 2011)

会议地点: 上海

会议语种:英文

页码: 1567-1570

在线出版日期: 2011-07-26（万方平台首次上网日期，不代表论文的发表时间）