Title of article
On a threshold autoregression with conditional heteroscedastic variances
Author/Authors
J. Liu، نويسنده , , W. K. Li، نويسنده , , C. W. Li، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
22
From page
279
To page
300
Keywords
ARCH models , Geometric ergodicity , Double-threshold autoregression
Journal title
Journal of Statistical Planning and Inference
Serial Year
1997
Journal title
Journal of Statistical Planning and Inference
Record number
218356
Link To Document