On a class of nonlinear Ar(p) models with nonlinear arch errors
文献类型：期刊论文
| 作者 | Chen, GM; Chen, M
|
| 刊名 | AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS
 |
| 出版日期 | 2001-12-01 |
| 卷号 | 43期号:4页码:445-454 |
| 关键词 | geometric ergodicity moments strongly mixing property |
| ISSN号 | 1369-1473 |
| 英文摘要 | This paper studies general sufficient conditions for the geometric ergodicity and the existence of moments for a class of nonlinear autoregressive models with nonlinear ARCH errors. Applications of these conditions to various well-known nonlinear time series models yield specific sufficient conditions, many of which are new or generalizations of existing conditions. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000172499200006 |
| 出版者 | BLACKWELL PUBL LTD |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/16255]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Chen, GM |
| 作者单位 | 1.Univ Calgary, Dept Math & Stat, Calgary, AB T2N 1N4, Canada 2.Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Chen, GM,Chen, M. On a class of nonlinear Ar(p) models with nonlinear arch errors[J]. AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS,2001,43(4):445-454. |
| APA | Chen, GM,&Chen, M.(2001).On a class of nonlinear Ar(p) models with nonlinear arch errors.AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS,43(4),445-454. |
| MLA | Chen, GM,et al."On a class of nonlinear Ar(p) models with nonlinear arch errors".AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS 43.4(2001):445-454. |
入库方式： OAI收割
来源：数学与系统科学研究院
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