A STUDY ON GARCH(p, q) PROCESS (Q5713058)
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scientific article; zbMATH DE number 2237733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A STUDY ON GARCH(p, q) PROCESS |
scientific article; zbMATH DE number 2237733 |
Statements
A STUDY ON GARCH(p, q) PROCESS (English)
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12 December 2005
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ARCH/GARCH model
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Markov chain
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irreducibility
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geometric ergodicity
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functional central limit theorem
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