The mixing property of bilinear and generalised random coefficient autoregressive models (Q1819826)
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scientific article; zbMATH DE number 3994680
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The mixing property of bilinear and generalised random coefficient autoregressive models |
scientific article; zbMATH DE number 3994680 |
Statements
The mixing property of bilinear and generalised random coefficient autoregressive models (English)
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1986
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A theorem about the geometric ergodicity of the random coefficient autoregressive model is proved.
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absolute regularity
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bilinear model
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geometric ergodicity
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random coefficient autoregressive model
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