Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients (Q5190582): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q378622 |
||
| Property / author | |||
| Property / author: Dong-won Shin / rank | |||
Revision as of 20:44, 13 February 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)
0 references
18 March 2010
0 references
higher-order moments
0 references
\(\beta\)-mixing
0 references
seasonal GARCH(p,q) processes
0 references
stationarity
0 references
uniformly countable additivity condition
0 references
