Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models (Q3590747)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models |
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Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models (English)
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3 September 2007
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ARCH
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ergodicity
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stationary distributions
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stochastic recursions
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threshold AR-GARCH
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