The geometrical ergodicity of nonlinear autoregressive models

Statistica Sinica

Volumn 6, Issue 4, 1996, Pages 943-956

  An, H Z ^a   Huang, F C ^a  

^a ACADEMIA SINICA   (Taiwan)

Author keywords

ARCH models; Exponential autoregressive models; Geometrical ergodicity; Markov chains; Nonlinear autoregressive models; Threshold autoregressive models

Indexed keywords

EID: 21444457053     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (22)

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