论文信息 - On geometric ergodicity of nonlinear autoregressive models - 字舞流文

On geometric ergodicity of nonlinear autoregressive models

A criterion is derived for the geometric Harris ergodicity of general nonlinear autoregressive models, which imposes a condition on the forcing function only at infinity and does not require that the function be continuous.

R. Bhattacharya | Chanho Lee | Rabindra N Bhattacharya | Chanho Lee

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