Stability of mixtures of vector autoregressions with autoregressive conditional heteroskedastic\-ity (Q5434019)
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scientific article; zbMATH DE number 5224890
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| English | Stability of mixtures of vector autoregressions with autoregressive conditional heteroskedastic\-ity |
scientific article; zbMATH DE number 5224890 |
Statements
9 January 2008
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autoregressive conditional heteroskedasticity
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\(\beta\)-mixing
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geometric ergodicity
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mixture autoregressive model
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nonlinear vector autoregressive model
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stability
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0.8392828702926636
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0.8260728716850281
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0.8223448991775513
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0.8200042843818665
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0.8078674674034119
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