• Communications of the Korean Mathematical Society
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• v.12 no.4
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• pp.1033-1038
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• 1997

A functional central limit theorem for a class of nonlinear stationary Markov processes which are geometrically Harris ergodic is derived.

• Bulletin of the Korean Mathematical Society
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• v.35 no.2
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• pp.227-234
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• 1998

Criteria are derived for the existence of a unique invariant oprobability distribution of a class of nonlinear pth-order autoregressive oprocesses, which reformulate those of Tweedie's. It will be shown that the criteria in this paper are easily applicable to the linear or piecewise linear case so that some of the earlier results are immediate consequences of our main results.