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KCI 후보 SCOPUS
Ergodicity of Nonlinear Autoregression with Nonlinear ARCH Innovations
(S . Y . Hwang) , (I . V . Basawa)
UCI I410-ECN-0102-2009-310-006328462
* 발행 기관의 요청으로 이용이 불가한 자료입니다.

This article explores the problem of ergodicity for the nonlinear autoregressive processes with ARCH structures in a very general setting. A sufficient condition for the geometric ergodicity of the model is developed along the lines of Feigin and Tweedie(1985), thereby extending classical results for specific nonlinear time series. The condition suggested is in turn applied to some specific nonlinear time series illustrating that our results extend those in the literature.

[자료제공 : 네이버학술정보]
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