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- W3144547516 abstract "A class of nonlinear ARCH processes is introduced and studied. The existence of a strictly stationary and β-mixing solution is established under a mild assumption on the density of the underlying independent process. We give sufficient conditions for the existence of moments. The analysis relies on Markov chain theory. The model generalizes some important features of standard ARCH models and is amenable to further analysis." @default.
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- W3144547516 date "2006-01-01" @default.
- W3144547516 modified "2023-10-16" @default.
- W3144547516 title "Stationarity and geometric ergodicity of a class of nonlinear ARCH models" @default.
- W3144547516 hasPublicationYear "2006" @default.
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