research
∙
05/24/2022
Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity
In this paper, we consider subgeometric ergodicity of univariate nonline...
share
research
∙
04/15/2019
Subgeometric ergodicity and β-mixing
It is well known that stationary geometrically ergodic Markov chains are...
research
∙
04/15/2019
Subgeometrically ergodic autoregressions
In this paper we discuss how the notion of subgeometric ergodicity in Ma...
research
∙
05/10/2018
A mixture autoregressive model based on Student's t-distribution
A new mixture autoregressive model based on Student's t-distribution is ...
research
∙
11/10/2017
