• Title of article

    A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model

  • Author/Authors

    Zudi Lu، نويسنده ,

  • Issue Information
    فصلنامه با شماره پیاپی سال 1996
  • Pages
    7
  • From page
    305
  • To page
    311
  • Keywords
    Geometric ergodicity , Conditional heteroscedasticity , ARCH model , nonlinear time series , Markov process
  • Journal title
    Statistics and Probability Letters
  • Serial Year
    1996
  • Journal title
    Statistics and Probability Letters
  • Record number

    138506

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=138506