Title of article :
The geometric ergodicity and existence of moments for a class of non-linear time series model
Author/Authors :
Hongzhi An، نويسنده , , Min Chen، نويسنده , , Fuchun Huang، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 1997
Keywords :
{3-ARCH model , Nonlinear time series , Markov chain , Higher-order moments , Geometric .:rgodicity
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters
