The Limited Behavior of Time Series Model X_(n+1)=T_(Z_(n-1))(X_n,ε_(n+1)(Z_(n+1)))
YI Kun-nan · Journal of Hunan University · 2006
A time series in random environment domain X_(n+1)=T_(Z_(n-1))(X_n,e_(n+1)(Z_(n+1))) was presented,and the limit property of the model was discussed using the theory of stochastic stability on Markov Chains.Sufficient condition for some convergence and the convergence with geometric rate of the ｛X_n｝ were given.