Stationarity of a family of GARCH processes (Q3653360): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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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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+Properties of moments of a family of GARCH processes
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+Limit theorems for products of positive random matrices
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+Matrix Analysis
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+Threshold \(\text{Arch}(1)\) processes: Asymptotic inference
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+Subadditive ergodic theory
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+Stationarity and the existence of moments of a family of GARCH processes.
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+ON THE TAIL BEHAVIORS OF A FAMILY OF GARCH PROCESSES
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+Quadratic ARCH Models
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+Moving average conditional heteroskedastic processes
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+Threshold heteroskedastic models
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