Stability of Geometrically Recurrent Time-inhomogeneous Markov Chains
This paper is devoted to establishing upper bounds for a difference of n-step transition probabilities for two time-inhomogeneous Markov chains with values in a locally compact space when their one-step transition probabilities are close. This stability result is applied to the functional autoregres...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2025-01-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | https://www.ajs.or.at/index.php/ajs/article/view/2000 |
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