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L-1 geometric ergodicity of a multivariate nonlinear AR model with an ARCH term 期刊论文
STATISTICS & PROBABILITY LETTERS, 2001, 卷号: 51, 期号: 2, 页码: 121-130
Authors:  Lu, ZD;  Jiang, ZY
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autoregression  conditional heteroscedasticity  L-1 geometric ergodicity  Markov chain  multivariate AR-ARCH (CHARN) model  
On the geometric ergodicity of a non-linear autoregressive model with an autoregressive conditional heteroscedastic term 期刊论文
STATISTICA SINICA, 1998, 卷号: 8, 期号: 4, 页码: 1205-1217
Authors:  Lu, ZD
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autoregression  beta-ARCH(p)  conditional heteroscedasticity  geometric ergodicity  Markov chain  nonlinear AR model with ARCH term  
Geometric ergodicity of a general ARCH type model 期刊论文
CHINESE SCIENCE BULLETIN, 1997, 卷号: 42, 期号: 3, 页码: 264-264
Authors:  Lu, ZD
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