Geometric ergodicity of nonlinear autoregressive models with changing conditional variances (Q4527902): Difference between revisions

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Latest revision as of 12:42, 3 June 2024

scientific article; zbMATH DE number 1558164
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English
Geometric ergodicity of nonlinear autoregressive models with changing conditional variances
scientific article; zbMATH DE number 1558164

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    Geometric ergodicity of nonlinear autoregressive models with changing conditional variances (English)
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    8 April 2001
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    ARCH(p)
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    AR(p)-ARCH(p)
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    geometric ergodicity
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    moments
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    strong mixing properties
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    double-threshold autoregressive models
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