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On a class of nonlinear Ar(p) models with nonlinear arch errors 期刊论文
AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS, 2001, 卷号: 43, 期号: 4, 页码: 445-454
Authors:  Chen, GM;  Chen, M
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geometric ergodicity  moments  strongly mixing property  
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