Geometric ergodicity of nonlinear autoregressive models with changing conditional variances (Q4527902)
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scientific article; zbMATH DE number 1558164
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| English | Geometric ergodicity of nonlinear autoregressive models with changing conditional variances |
scientific article; zbMATH DE number 1558164 |
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Geometric ergodicity of nonlinear autoregressive models with changing conditional variances (English)
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8 April 2001
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ARCH(p)
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AR(p)-ARCH(p)
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geometric ergodicity
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moments
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strong mixing properties
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double-threshold autoregressive models
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0.8687229156494141
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0.8612204790115356
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0.8562576174736023
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