Title of article :
Ergodicity and existence of moments for local mixtures of linear autoregressions
Author/Authors :
Alexandre Carvalho، نويسنده , , Georgios Skoulakis، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2005
Keywords :
Nonlinear time series , Autoregressions , Uniformlygeometric ergodic , Geometric ergodic , invariant measure , mixture models , Markov chains
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters
