On Geometric Ergodicity of CHARME Models

Technical Report, Report in Wirtschaftsmathematik, University of Kaiserslautern, Technische Universität Kaiserslautern, January, 2007

Authors

Jürgen Franke
Jean-Pierre Stockis
Kamgaing Joseph Tadjuidje

Full Text

Publication: UniDen_pre_geo_ergo_charme_nr103.pdf

BibTeX

 
@TechReport{ Franke.Tadjuidje.EA07geometric, 
   title = { On Geometric Ergodicity of CHARME Models }, 
   author = { Jürgen Franke and Jean-Pierre Stockis and Kamgaing Joseph Tadjuidje },     
   series = { Report in Wirtschaftsmathematik, University of Kaiserslautern },   
   institution = { Technische Universität Kaiserslautern },        
   month = jan, 
   year = 2007, 
}

This publication belongs to the project UniDen.

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r16 - 11 Jul 2007 - TheoHaerder