On geometric ergodicity of CHARME models (Q5391310): Difference between revisions

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Revision as of 19:40, 19 March 2024

scientific article; zbMATH DE number 5875086
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English
On geometric ergodicity of CHARME models
scientific article; zbMATH DE number 5875086

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    On geometric ergodicity of CHARME models (English)
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    6 April 2011
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    nonparametric AR-ARCH
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    neural networks
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    mixture models
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    Markov switching
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    geometric ergodicity
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    identifiability
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    consistency
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