A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model
type: Item
instance of: scholarly article
title: A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model
zbMATH Open document ID: 0885.62103
DOI: 10.1016/S0167-7152(95)00233-2
published in: Statistics \& Probability Letters
publication date: 1997-08-26T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60J27
zbMATH DE Number: 1031766
zbMATH Keywords: conditional heteroscedasticity
zbMATH Keywords: ARCH model
zbMATH Keywords: nonlinear time series
zbMATH Keywords: Markov processes
author: Zudi Lu
MaRDI profile type: Publication
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Wikidata QID: Q127064171
description: scientific article; zbMATH DE number 1031766