The mixing property of bilinear and generalised random coefficient autoregressive models (Q1819826): Difference between revisions

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Property / reviewed by: Antoni Leon Dawidowicz / rank
 
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Property / full work available at URL: https://doi.org/10.1016/0304-4149(86)90042-6 / rank
 
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Property / OpenAlex ID: W2024220054 / rank
 
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Latest revision as of 19:03, 17 June 2024

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The mixing property of bilinear and generalised random coefficient autoregressive models
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    The mixing property of bilinear and generalised random coefficient autoregressive models (English)
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    1986
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    A theorem about the geometric ergodicity of the random coefficient autoregressive model is proved.
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    absolute regularity
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    bilinear model
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    geometric ergodicity
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    random coefficient autoregressive model
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