On geometric ergodicity of CHARME models (Q5391310)
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scientific article; zbMATH DE number 5875086
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On geometric ergodicity of CHARME models |
scientific article; zbMATH DE number 5875086 |
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On geometric ergodicity of CHARME models (English)
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6 April 2011
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nonparametric AR-ARCH
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neural networks
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mixture models
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Markov switching
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geometric ergodicity
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identifiability
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consistency
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