Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models

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Publication:3590747

DOI10.1239/aap/1183667619zbMath1143.62051OpenAlexW1967843139MaRDI QIDQ3590747

Daren B. H. Cline

Publication date: 3 September 2007

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aap/1183667619




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