Stationarity, Mixing, Distributional Properties and Moments of GARCH(p, q)–Processes (Q3646948): Difference between revisions
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Latest revision as of 03:08, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationarity, Mixing, Distributional Properties and Moments of GARCH(p, q)–Processes |
scientific article |
Statements
Stationarity, Mixing, Distributional Properties and Moments of GARCH(p, q)–Processes (English)
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27 November 2009
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ARCH(1)
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ergodicity
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squared processes
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autocorrelation function
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