Geometric ergodicity of a general ARCH type model (Q1369769)
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scientific article; zbMATH DE number 1077090
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| English | Geometric ergodicity of a general ARCH type model |
scientific article; zbMATH DE number 1077090 |
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Geometric ergodicity of a general ARCH type model (English)
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10 May 1998
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The purpose of this letter is to study in a unified way the geometric ergodicity of a lot of autoregressive conditionally heteroscedastic (ARCH) models appearing in some references.
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autoregressive conditionally heteroscedastic models
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geometric ergodicity
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