Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes (Q1771421)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes |
scientific article |
Statements
Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes (English)
0 references
21 April 2005
0 references
Box-Cox transformation
0 references
Threshold GARCH
0 references
Stationary moments
0 references
Quasilikelihood estimation
0 references
