Authors: Cline, Daren B. H.

Citation: H. Cline, Daren B., Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models, Advances in applied probability , 39(1), 2007, pp. 462-491

Authors: Cline, Daren B. H. Pu, Huay-min H.

Citation: H. Cline, Daren B. et H. Pu, Huay-min, Stability and the Lyapounov exponent of threshold AR-ARCH Models, Annals of applied probability , 14(4), 2004, pp. 1920-1949