مرکز منطقه ای اطلاع رساني علوم و فناوري - A note on a simple Markov bilinear stochastic process

Title of article :

A note on a simple Markov bilinear stochastic process

Author/Authors :

Daren B. H. Cline، نويسنده , , Huay-min H. Pu، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2002

Pages :

From page :

283

To page :

288

Keywords :

Drift criteria , Ergodicity , Bilinear process , ARCH-type errors , Markov process , Geometric ergodicity , Limitingdistribution

Journal title :

Statistics and Probability Letters

Serial Year :

2002

Journal title :

Statistics and Probability Letters

Record number :

139790

Link To Document :