Q4298738 (Q4298738): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Esmeralda Gonçalves / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Nazaré Mendes Lopes / rank | |||
Normal rank | |||
Revision as of 19:21, 15 February 2024
scientific article; zbMATH DE number 597676
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 597676 |
Statements
19 January 1995
0 references
generalized threshold autoregressive conditional heteroscedastic model
0 references
necessary and sufficient condition of weak stationarity
0 references
weakly stationary GTARCH model
0 references
strictly stationary
0 references
GTARCH(1,1)
0 references
GTARCH(1,2)
0 references
central limit theorem
0 references
