THE PROBABILISTIC PROPERTIES OF THE NONLINEAR AUTOREGRESSIVE MODEL WITH CONDITIONAL HETEROSKEDASTICITY  

作　　者：陈敏 安鸿志 

出　　处：《Acta Mathematicae Applicatae Sinica》1999年第1期9-17,共9页应用数学学报（英文版）

基　　金：the National Natural Sciences Foundation of China;Probability Laboratory of Institute of Applied Ma

摘　　要：In this paper we examine the geometric ergodicities under fairly wide conditions for the following nonlinear autoregressive modelIn this paper we examine the geometric ergodicities under fairly wide conditions for the following nonlinear autoregressive model

关 键 词：Nonlinear autoregressive model Markov chain the conditional heteroskedasticity geometrical ergodicity 

分 类 号：O212[理学—概率论与数理统计]