Geometric ergodicity of nonlinear first order autoregressive models (Q4243928)
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scientific article; zbMATH DE number 1289898
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| English | Geometric ergodicity of nonlinear first order autoregressive models |
scientific article; zbMATH DE number 1289898 |
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Geometric ergodicity of nonlinear first order autoregressive models (English)
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4 May 2000
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Markov chain
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autoregressive model
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ergodicity
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geometric ergodicity
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0.920207977294922
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0.8836963176727295
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0.8727648854255676
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