On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (Q734550): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Abdelouahab Bibi / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Abdelhakim Aknouche / rank | |||
Normal rank | |||
Revision as of 05:47, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity |
scientific article |
Statements
On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (English)
0 references
13 October 2009
0 references
higher-order moments
0 references
