A note on the geometric ergodicity of a nonlinear AR-ARCH model

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Publication:962021

DOI10.1016/j.spl.2009.12.020zbMath1185.62160OpenAlexW2104636762MaRDI QIDQ962021

Mika Meitz, Pentti Saikkonen

Publication date: 1 April 2010

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

Full work available at URL: http://hdl.handle.net/10419/45455




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