On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (Q734550): Difference between revisions

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+Stationarity of GARCH processes and of some nonnegative time series
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+Strict stationarity of generalized autoregressive processes
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+Q4391131
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+Mixing Conditions for Markov Chains
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+Mixing: Properties and examples
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+Q5613639
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+Convergence in distribution of products of random matrices
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+Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space
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