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
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