On stationarity and ergodicity of the bilinear model with applications to GARCH models (Q3077644)
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: On stationarity and ergodicity of the bilinear model with applications to GARCH models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stationarity and ergodicity of the bilinear model with applications to GARCH models |
scientific article |
Statements
On stationarity and ergodicity of the bilinear model with applications to GARCH models (English)
0 references
22 February 2011
0 references
subdiagonal bilinear model
0 references
random coefficients models
0 references
strictly stationary solutions
0 references
0 references
0 references
0 references
0 references
0 references
