(Bounded functional autoregressive model). Consider the scalar FAR model: (a) Show that the Markov chain is uniformly ergodic. (b) Show that the Markov chain is V-uniformly ergodic, for an...


(Bounded functional autoregressive model). Consider the scalar FAR model:





(a) Show that the Markov chain is uniformly ergodic.


(b) Show that the Markov chain is V-uniformly ergodic, for an appropriately defined function V.


(Functional autoregressive model). Consider the scalar model given by Xt
=








May 23, 2022
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