Ergodicity and existence of moments for local mixtures of linear autoregressions

Statistics and Probability Letters

Volumn 71, Issue 4, 2005, Pages 313-322

  Carvalho, Alexandre ^a   Skoulakis, Georgios ^b  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^b NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Autoregressions; Geometric ergodic; Invariant measure; Markov chains; Mixture models; Nonlinear time series; Uniformly geometric ergodic

Indexed keywords

EID: 14544289587     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2004.11.013     Document Type: Article

References (18)

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