Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models (Q4828167): Difference between revisions
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Revision as of 18:36, 5 March 2024
scientific article; zbMATH DE number 2118729
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models |
scientific article; zbMATH DE number 2118729 |
Statements
Time Dependence and Moments of a Family of Time‐Varying Parameter Garch in Mean Models (English)
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24 November 2004
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autocovariance function
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strict stationarity
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ergodicity
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