L1 geometric ergodicity of a multivariate nonlinear AR model with an ARCH term
Year: 2001
Type: article
Source: Statistics & Probability Letters
Authors: Zudi Lu, Zhenyu Jiang
Institutions: Chinese Academy of Sciences, Academia Sinica, UCLouvain
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Funder: Université Catholique de Louvain
OpenAlex ID: W2015171238