논문KCI 등재
On stationarity of nonlinear AR processes with nonlinear ARCH errors
대한수학회 (The Korean Mathematical Society)|2002.04|대한수학회논문집 (Communications of the KMS)|제17권 제2호|pp. 309-319
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Abstract
We consider the nonlinear autoregressive model with nonlinear ARCH errors,and find sufficient conditions for the existence of a strictly stationary process.New results are obtained, and known results are shown to emerge as special cases.
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