On strict stationarity of nonlinear ARMA processes with nonlinear GARCH innovations (Q2479675)
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scientific article; zbMATH DE number 5256807
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| English | On strict stationarity of nonlinear ARMA processes with nonlinear GARCH innovations |
scientific article; zbMATH DE number 5256807 |
Statements
On strict stationarity of nonlinear ARMA processes with nonlinear GARCH innovations (English)
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1 April 2008
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functional central limit theorem
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geometric ergodicity
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Markov chain
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non-linear ARMA
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nonlinear GARCH
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stationarity
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0.9221074
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0.90147185
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0.89370394
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0.8929734
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0.8915213
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0.89017767
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