The geometric ergodicity and existence of moments for a class of non-linear time series model

Statistics and Probability Letters

Volumn 31, Issue 3, 1997, Pages 213-224

  An, Hongzhi ^a   Chen, Min ^a   Huang, Fuchun ^a  

^a INSTITUTE OF GEOLOGY AND GEOPHYSICS   (China)

Author keywords

Geometric ergodicity; Higher order moments; Markov chain; Nonlinear time series; arch model

Indexed keywords

EID: 0031574616     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(96)00033-8     Document Type: Article

References (10)

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