A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model
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Publication:1359748
DOI10.1016/S0167-7152(95)00233-2zbMath0885.62103WikidataQ127064171 ScholiaQ127064171MaRDI QIDQ1359748
Publication date: 26 August 1997
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Continuous-time Markov processes on discrete state spaces (60J27)
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