The geometric ergodicity and existence of moments for a class of nonlinear time series model (Q1359724)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The geometric ergodicity and existence of moments for a class of nonlinear time series model |
scientific article; zbMATH DE number 1031742
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The geometric ergodicity and existence of moments for a class of nonlinear time series model |
scientific article; zbMATH DE number 1031742 |
Statements
The geometric ergodicity and existence of moments for a class of nonlinear time series model (English)
0 references
11 June 1998
0 references
beta-ARCH model
0 references
Markov chain
0 references
nonlinear time series
0 references
geometric ergodicity
0 references
higher-order moments
0 references
0 references
0 references
0 references
0.92377967
0 references
