The geometric ergodicity and existence of moments for a class of nonlinear time series model
type: Item
instance of: scholarly article
title: The geometric ergodicity and existence of moments for a class of nonlinear time series model
zbMATH Open document ID: 0889.62073
DOI: 10.1016/S0167-7152(96)00033-8
author: Min Chen
author: Fuchun Huang
author: Hongzhi An
published in: Statistics \& Probability Letters
publication date: 1998-06-11T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J02
zbMATH DE Number: 1031742
zbMATH Keywords: beta-ARCH model
zbMATH Keywords: Markov chain
zbMATH Keywords: nonlinear time series
zbMATH Keywords: geometric ergodicity
zbMATH Keywords: higher-order moments
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1031742