Stationarity and geometric ergodicity of a class of nonlinear ARCH models (Q997428)
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scientific article
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| English | Stationarity and geometric ergodicity of a class of nonlinear ARCH models |
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Stationarity and geometric ergodicity of a class of nonlinear ARCH models (English)
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6 August 2007
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\(\beta\)-mixing
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ergodicity
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GARCH-type models
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Markov chains
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nonlinear time series
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threshold models
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0.8833286166191101
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0.866555392742157
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0.8662144541740417
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0.8542165160179138
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