Stationarity and ergodicity of univariate generalized autoregressive score processes

Title
Stationarity and ergodicity of univariate generalized autoregressive score processes
Authors
Keywords
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Journal
Electronic Journal of Statistics
Volume 8, Issue 1, Pages 1088-1112
Publisher
Institute of Mathematical Statistics
Online
2014-08-05
DOI
10.1214/14-ejs924

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