Stationarity of GARCH processes and of some nonnegative time series (Q1185109): Difference between revisions

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+https://doi.org/10.1016/0304-4076(92)90067-2
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+W1986788466
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@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
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+Tightness of products of random matrices and stability of linear stochastic systems
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+The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients
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+Random Matrices and Their Applications
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Modelling the persistence of conditional variances
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+First-order autoregressive gamma sequences and point processes
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+Non-negative time series models for dry river flow
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+Convergence in distribution of products of random matrices
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+Subadditive ergodic theory
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+Q3871774
@@ Property / cites work: Q3871774 / rank @@
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+On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
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@@ links / mardi / name / links / mardi / name @@
+Publication:1185109