Title of article
The geometric ergodicity and existence of moments for a class of non-linear time series model
Author/Authors
Hongzhi An، نويسنده , , Min Chen، نويسنده , , Fuchun Huang، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 1997
Pages
12
From page
213
To page
224
Keywords
{3-ARCH model , Nonlinear time series , Markov chain , Higher-order moments , Geometric .:rgodicity
Journal title
Statistics and Probability Letters
Serial Year
1997
Journal title
Statistics and Probability Letters
Record number
138543
Link To Document