Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes (Q1771421): Difference between revisions

@@ Property / author @@
+Sun Young Hwang
@@ Property / author: Sun Young Hwang / rank @@
+Normal rank
@@ Property / author @@
+Ishwar V. Basawa
@@ Property / author: Ishwar V. Basawa / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2003.08.016
+Normal rank
@@ Property / OpenAlex ID @@
+W1971205065
@@ Property / OpenAlex ID: W1971205065 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Stationarity of GARCH processes and of some nonnegative time series
+Normal rank
@@ Property / cites work @@
+Q4183968
@@ Property / cites work: Q4183968 / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+ARCH models and financial applications
@@ Property / cites work: ARCH models and financial applications / rank @@
+Normal rank
@@ Property / cites work @@
+Q4839358
@@ Property / cites work: Q4839358 / rank @@
+Normal rank
@@ Property / cites work @@
+A Class of Nonlinear Arch Models
@@ Property / cites work: A Class of Nonlinear Arch Models / rank @@
+Normal rank
@@ Property / cites work @@
+Q3580443
@@ Property / cites work: Q3580443 / rank @@
+Normal rank
@@ Property / cites work @@
+Threshold \(\text{Arch}(1)\) processes: Asymptotic inference
+Normal rank
@@ Property / cites work @@
+A threshold AR(1) model
@@ Property / cites work: A threshold AR(1) model / rank @@
+Normal rank