ON STATIONARITY OF NONLINEAR AR PROCESSES WITH NONLINEAR ARCH ERRORS (Q5711404)
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scientific article; zbMATH DE number 2237648
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON STATIONARITY OF NONLINEAR AR PROCESSES WITH NONLINEAR ARCH ERRORS |
scientific article; zbMATH DE number 2237648 |
Statements
ON STATIONARITY OF NONLINEAR AR PROCESSES WITH NONLINEAR ARCH ERRORS (English)
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12 December 2005
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stationarity
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nonlinear AR
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nonlinear ARCH
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double threshold ARCH
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