The \(L^2\)-structures of standard and switching-regime GARCH models (Q2567232): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q178776 |
Changed an Item |
||
| Property / author | |||
| Property / author: Jean-Michel Zakoian / rank | |||
Normal rank | |||
Revision as of 08:43, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The \(L^2\)-structures of standard and switching-regime GARCH models |
scientific article |
Statements
The \(L^2\)-structures of standard and switching-regime GARCH models (English)
0 references
29 September 2005
0 references
ARMA representation
0 references
Markov-switching models
0 references
