Perfect Simulation of Autoregressive Models with Infinite Memory

被引：0

作者：

Emilio De Santis

Mauro Piccioni

机构：

[1] La Sapienza Università di Roma,Dipartimento di Matematica

来源：

Journal of Statistical Physics | 2013年 / 150卷

关键词：

Perfect simulation; Coupling; Chains with complete connections;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper we consider the problem of determining the law of binary stochastic processes from transition kernels depending on the whole past. These kernels are linear in the past values of the process. They are allowed to assume values close to both 0 and 1, preventing the application of usual results on uniqueness. We give sufficient conditions for uniqueness and non-uniqueness; in the former case a perfect simulation algorithm is also given.

引用

页码：1017 / 1029

页数：12

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