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.
Stability of Nonlinear Stochastic Recursions with Application to Nonlinear AR–GARCH Models [link]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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