The geometric ergodicity and existence of moments for a class of nonlinear time series model (Q1359724)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The geometric ergodicity and existence of moments for a class of nonlinear time series model |
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The geometric ergodicity and existence of moments for a class of nonlinear time series model (English)
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11 June 1998
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beta-ARCH model
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Markov chain
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nonlinear time series
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geometric ergodicity
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higher-order moments
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