Pages that link to "Item:Q2467374"
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The following pages link to Stationarity domains for \(\delta\)-power GARCH process with heavy tails (Q2467374):
Displaying 3 items.
- On the probabilistic structure of power threshold generalized ARCH stochastic processes (Q449026) (← links)
- Misspecification and Domain Issues in Fitting Garch(1, 1) Models: A Monte Carlo Investigation (Q3616249) (← links)
- Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients (Q5190582) (← links)
