A new theorem on the existence of invariant distributions with applications to ARCH processes (Q4408540)
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scientific article; zbMATH DE number 1941399
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| English | A new theorem on the existence of invariant distributions with applications to ARCH processes |
scientific article; zbMATH DE number 1941399 |
Statements
A new theorem on the existence of invariant distributions with applications to ARCH processes (English)
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7 December 2003
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Markov chain
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invariant distribution
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integrated ARCH process
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nonlinear time series
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0.8044514060020447
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0.7862765192985535
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0.7852852940559387
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0.7731295228004456
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0.7681565284729004
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