The geometric ergodicity and existence of moments for a class of nonlinear time series model (Q1359724): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 15:26, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The geometric ergodicity and existence of moments for a class of nonlinear time series model |
scientific article |
Statements
The geometric ergodicity and existence of moments for a class of nonlinear time series model (English)
0 references
11 June 1998
0 references
beta-ARCH model
0 references
Markov chain
0 references
nonlinear time series
0 references
geometric ergodicity
0 references
higher-order moments
0 references
