On a class of nonlinear AR(p) models with nonlinear ARCH errors

Australian and New Zealand Journal of Statistics

Volumn 43, Issue 4, 2001, Pages 445-454

  Chen, Gemai ^a   Chen, Min ^b  

^a UNIVERSITY OF CALGARY   (Canada)

^b INSTITUTE OF APPLIED MATHEMATICS   (China)

Author keywords

Geometric ergodicity; Moments; Strongly mixing property

Indexed keywords

EID: 0040620353     PISSN: 13691473     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-842X.00192     Document Type: Article

References (16)

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