The mixing property of bilinear and generalised random coefficient autoregressive models (Q1819826): Difference between revisions
From MaRDI portal
Latest revision as of 18:03, 17 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The mixing property of bilinear and generalised random coefficient autoregressive models |
scientific article |
Statements
The mixing property of bilinear and generalised random coefficient autoregressive models (English)
0 references
1986
0 references
A theorem about the geometric ergodicity of the random coefficient autoregressive model is proved.
0 references
absolute regularity
0 references
bilinear model
0 references
geometric ergodicity
0 references
random coefficient autoregressive model
0 references
0 references
0 references