Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models (Q3590747)
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scientific article; zbMATH DE number 5186222
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| English | Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models |
scientific article; zbMATH DE number 5186222 |
Statements
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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0.8512691259384155
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0.8196318745613098
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0.8103919625282288
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0.7850558161735535
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0.783760666847229
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