Asymptotic inference of unstable periodic ARCH processes (Q411545): Difference between revisions

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-Eid M. Al-Eid
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+Eid M. Al-Eid
@@ Property / author: Eid M. Al-Eid / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/s11203-011-9063-1
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+W2075365707
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@@ Property / cites work @@
+On the existence of higher-order moments of periodic GARCH models
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