Title of article :
A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model
Author/Authors :
Zudi Lu، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 1996
Pages :
7
From page :
305
To page :
311
Keywords :
Geometric ergodicity , Conditional heteroscedasticity , ARCH model , nonlinear time series , Markov process
Journal title :
Statistics and Probability Letters
Serial Year :
1996
Journal title :
Statistics and Probability Letters
Record number :
138506
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=138506
