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Theory &amp; Methods: On a Class of Nonlinear AR(<i>P</i>) Models with Nonlinear ARCH Errors - MaRDI portal

Theory & Methods: On a Class of Nonlinear AR(<i>P</i>) Models with Nonlinear ARCH Errors (Q4540808)

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scientific article; zbMATH DE number 1772472
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English
Theory &amp; Methods: On a Class of Nonlinear AR(<i>P</i>) Models with Nonlinear ARCH Errors
scientific article; zbMATH DE number 1772472

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    Theory &amp; Methods: On a Class of Nonlinear AR(<i>P</i>) Models with Nonlinear ARCH Errors (English)
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    28 July 2002
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    strongly mixing property
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