Geometric ergodicity of nonlinear first order autoregressive models

Communications in Statistics. Part C: Stochastic Models

Volumn 15, Issue 2, 1999, Pages 227-245

  Tanikawa, Akio ^a  

^a WASHINGTON UNIVERSITY   (United States)

Author keywords

Autoregressive model; Ergodicity; Geometric ergodicity; Markov chain

Indexed keywords

EID: 0000418710     PISSN: 08820287     EISSN: None     Source Type: Journal    
DOI: 10.1080/15326349908807535     Document Type: Article

References (15)

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