V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model (Q434725): Difference between revisions
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| Property / author: Oesook Lee / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / zbMATH DE Number: 6056866 / rank | |||
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continuous time asymmetric power | |||
| Property / zbMATH Keywords: continuous time asymmetric power / rank | |||
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GARCH(1,1) process | |||
| Property / zbMATH Keywords: GARCH(1,1) process / rank | |||
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COGARCH(1,1) process | |||
| Property / zbMATH Keywords: COGARCH(1,1) process / rank | |||
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uniform ergodicity | |||
| Property / zbMATH Keywords: uniform ergodicity / rank | |||
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Revision as of 00:42, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model |
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V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model (English)
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16 July 2012
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continuous time asymmetric power
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GARCH(1,1) process
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COGARCH(1,1) process
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uniform ergodicity
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