No label defined (Q4225475)
From MaRDI portal
scientific article; zbMATH DE number 1239650
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article; zbMATH DE number 1239650 |
Statements
1998
0 references
Autoregression, \(\beta\)-ARCH(\(p\)), conditional heteroscedasticity, geometric ergodicity, Markov chain, nonlinear AR model with ARCH term.
0 references