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The geometric ergodicity and existence of moments for a class of non-linear time series model

✍ Scribed by Hongzhi An; Min Chen; Fuchun Huang

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 457 KB
Volume: 31
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(96)00033-8

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✦ Synopsis

In this paper we consider the non-linear time series model Xt = ~,t(O~O "~-0~11X,--I I "~ +...

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