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Geometric ergodicity of nonlinear autoregressive models with changing conditional variances 期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2000, 卷号: 28, 期号: 3, 页码: 605-613
Authors:  Chen, M;  Chen, GM
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ARCH(p)  AR(p)-ARCH(q)  double-threshold autoregressive models  geometric ergodicity  moments  strong mixing