Geometric ergodicity of a general ARCH type model (Q1369769)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1077090
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Geometric ergodicity of a general ARCH type model |
scientific article; zbMATH DE number 1077090 |
Statements
Geometric ergodicity of a general ARCH type model (English)
0 references
10 May 1998
0 references
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.
0 references
autoregressive conditionally heteroscedastic models
0 references
geometric ergodicity
0 references
0 references
