Geometric ergodicity of nonlinear autoregressive models with changing conditional variances (Q4527902): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:24, 7 February 2024
scientific article; zbMATH DE number 1558164
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric ergodicity of nonlinear autoregressive models with changing conditional variances |
scientific article; zbMATH DE number 1558164 |
Statements
Geometric ergodicity of nonlinear autoregressive models with changing conditional variances (English)
0 references
8 April 2001
0 references
ARCH(p)
0 references
AR(p)-ARCH(p)
0 references
geometric ergodicity
0 references
moments
0 references
strong mixing properties
0 references
double-threshold autoregressive models
0 references
