Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients (Q5190582): Difference between revisions

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-Dong-won Shin
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+Dong-won Shin
@@ Property / author: Dong-won Shin / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1080/03610920802715032
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+W2115131022
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@@ Property / cites work @@
+The geometric ergodicity and existence of moments for a class of nonlinear time series model
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