• Title of article

    L1 geometric ergodicity of a multivariate nonlinear AR model with an ARCH term

  • Author/Authors

    Zudi Lu، نويسنده , , Zhenyu Jiang، نويسنده ,

  • Issue Information
    فصلنامه با شماره پیاپی سال 2001
  • Pages
    10
  • From page
    121
  • To page
    130
  • Keywords
    Conditional heteroscedasticity , Autoregression , Markov chain , L1 geometric ergodicity , Multivariate AR-ARCH(CHARN) model
  • Journal title
    Statistics and Probability Letters
  • Serial Year
    2001
  • Journal title
    Statistics and Probability Letters
  • Record number

    139520

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=139520