Stability of Nonlinear Stochastic Recursions with Application to Nonlinear AR–GARCH Models. Cline, D. B. H. Advances in Applied Probability, 39(2):462–491, June, 2007. See correction i̧teAnonymous:2007:CBN.
Paper doi bibtex @Article{Cline:2007:SNS,
author = "Daren B. H. Cline",
title = "Stability of Nonlinear Stochastic Recursions with
Application to Nonlinear {AR--GARCH} Models",
journal = j-ADV-APPL-PROB,
volume = "39",
number = "2",
pages = "462--491",
month = jun,
year = "2007",
CODEN = "AAPBBD",
DOI = "https://doi.org/10.2307/20443522",
ISSN = "0001-8678 (print), 1475-6064 (electronic)",
ISSN-L = "0001-8678",
bibdate = "Sat May 3 07:43:00 MDT 2014",
bibsource = "http://www.jstor.org/stable/i20443511;
http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
note = "See correction \cite{Anonymous:2007:CBN}.",
URL = "http://www.jstor.org/stable/20443522",
acknowledgement = ack-nhfb,
ajournal = "Adv. Appl. Probab.",
fjournal = "Advances in Applied Probability",
journal-URL = "http://www.jstor.org/journals/00018678.html",
}
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