Geometric Ergodicity of the Threshold ARCH(m)Model under Random Environment
Yu Huang Zheng · Journal of Hunan Light Industry College · 2005
The threshold ARCH(m) molel under random environment was discussed,and a sufficient condition for its convergence was obtained.This model in random enviroment reflect the phenomenon that dynamic system is interfered by random environment,so it can better imitate many practical problems in the reality.