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H. H. Pu

1 paper hereh-index 7223 citations11 works total

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  • last author1

Across the 1 of 1 paper where every author was matched, so the position is known.

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  • math.PR1

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most citedStability and the Lyapounov exponent of threshold AR-ARCH Models

67 citations · 67 across the 1 of their papers we have counts for

collaborators

1 paper

math.PR2005★ 67 cited

Stability and the Lyapounov exponent of threshold AR-ARCH Models

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

The Lyapounov exponent and sharp conditions for geometric ergodicity are determined of a time series model with both a threshold autoregression term and threshold autoregressive co…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.