Geometric ergodicity of nonlinear autoregressive models with changing conditional variances (Q4527902): Difference between revisions
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Revision as of 20:02, 14 March 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)
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8 April 2001
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ARCH(p)
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AR(p)-ARCH(p)
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geometric ergodicity
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moments
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strong mixing properties
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double-threshold autoregressive models
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