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
Pages
10
From page
313
To page
322
Keywords
Nonlinear time series , Autoregressions , Uniformlygeometric ergodic , Geometric ergodic , invariant measure , mixture models , Markov chains
Journal title
Statistics and Probability Letters
Serial Year
2005
Journal title
Statistics and Probability Letters
Record number
140446
Link To Document