THE PROBABILISTIC PROPERTIES OF THE NONLINEAR AUTOREGRESSIVE MODEL WITH CONDITIONAL HETEROSKEDASTICITY

陈敏安鸿志

应用数学学报 ›› 1999, Vol. 22 ›› Issue (1) : 0-0.

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应用数学学报 ›› 1999, Vol. 22 ›› Issue (1) : 0-0. DOI: 10.12387/C1999008
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THE PROBABILISTIC PROPERTIES OF THE NONLINEAR AUTOREGRESSIVE MODEL WITH CONDITIONAL HETEROSKEDASTICITY

    陈敏安鸿志
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THE PROBABILISTIC PROPERTIES OF THE NONLINEAR AUTOREGRESSIVE MODEL WITH CONDITIONAL HETEROSKEDASTICITY

    CHEN MIN;AN HONGZHI
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In this paper we examine the geometric ergodicities under fairly wide conditions for the following nonlinear autoregressive model

Abstract

In this paper we examine the geometric ergodicities under fairly wide conditions for the following nonlinear autoregressive model

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Nonlinear autoregressive model

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Nonlinear autoregressive model

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陈敏安鸿志. THE PROBABILISTIC PROPERTIES OF THE NONLINEAR AUTOREGRESSIVE MODEL WITH CONDITIONAL HETEROSKEDASTICITY. 应用数学学报, 1999, 22(1): 0-0 https://doi.org/10.12387/C1999008
CHEN MIN;AN HONGZHI. THE PROBABILISTIC PROPERTIES OF THE NONLINEAR AUTOREGRESSIVE MODEL WITH CONDITIONAL HETEROSKEDASTICITY. Acta Mathematicae Applicatae Sinica, 1999, 22(1): 0-0 https://doi.org/10.12387/C1999008
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