Erratum to: On geometric ergodicity of nonlinear autoregressive models

DOI10.1016/S0167-7152(98)00258-2MaRDI QIDQ1304074zbMATH OpenOpenAlexFDO

Authors Chanho Lee, Rabi Bhattacharya

Publication date 13 March 2000

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(98)00258-2

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Markov processes (60J99)

Review text

Concerns ibid. 22, No. 4, 311-315 (1995; Zbl 0830.60059).

Cites work

• scientific article; zbMATH DE number 3875591 (Why is no real title available?)
• On geometric ergodicity of nonlinear autoregressive models

Cited in

(6)

• Erratum to: ``Prediction for some non-Gaussian autoregressive schemes
• On geometric ergodicity of the MTAR process
• On geometric ergodicity of skewed-SVCHARME models
• Estimators for alternating nonlinear autoregression
• On geometric ergodicity of CHARME models
• On the geometric ergodicity of the mixture autoregressive model

This page was built for publication: Erratum to: On geometric ergodicity of nonlinear autoregressive models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1304074)