Pages that link to "Item:Q734550"
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The following pages link to On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (Q734550):
Displayed 3 items.
- Strong consistency and asymptotic normality of least squares estimators for PGARCH and PARMA-PGARCH models (Q990922) (← links)
- Probabilistic properties of periodic GARCH prosses (Q1009536) (← links)
- Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes (Q3072403) (← links)