Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes (Q5467622)
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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)
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24 May 2006
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beta-mixing
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threshold ARCH model
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exponential ARCH model
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spectral radius
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