The geometric ergodicity and existence of moments for a class of nonlinear time series model (Q1359724): Difference between revisions

@@ Property / author @@
-Hong-Zhi An
@@ Property / author: Hong-Zhi An / rank @@
-Normal rank
@@ Property / author @@
+Hong-Zhi An
@@ Property / author: Hong-Zhi An / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Stationarity of GARCH processes and of some nonnegative time series
+Normal rank
@@ Property / cites work @@
+On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS
+Normal rank
@@ Property / cites work @@
+Q4839358
@@ Property / cites work: Q4839358 / rank @@
+Normal rank
@@ Property / cites work @@
+Matrix Analysis
@@ Property / cites work: Matrix Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+General Irreducible Markov Chains and Non-Negative Operators
+Normal rank
@@ Property / cites work @@
+Non-linear time series and Markov chains
@@ Property / cites work: Non-linear time series and Markov chains / rank @@
+Normal rank
@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank