On the probabilistic properties of a double threshold ARMA conditional heteroskedastic model
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Publication:4944541
DOI10.1239/jap/1032374627zbMath1109.62340OpenAlexW1979817874MaRDI QIDQ4944541
Publication date: 21 March 2000
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1032374627
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)
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