Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes (Q5467622): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 22:32, 5 March 2024
scientific article; zbMATH DE number 5026148
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes |
scientific article; zbMATH DE number 5026148 |
Statements
Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes (English)
0 references
24 May 2006
0 references
beta-mixing
0 references
threshold ARCH model
0 references
exponential ARCH model
0 references
spectral radius
0 references
