Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients (Q5190582): Difference between revisions
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Revision as of 20:13, 5 March 2024
scientific article; zbMATH DE number 5683091
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients |
scientific article; zbMATH DE number 5683091 |
Statements
Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients (English)
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18 March 2010
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higher-order moments
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\(\beta\)-mixing
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seasonal GARCH(p,q) processes
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stationarity
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uniformly countable additivity condition
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