On stationarity of the periodic AGARCH processes (Q2260446)
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scientific article; zbMATH DE number 6413365
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| English | On stationarity of the periodic AGARCH processes |
scientific article; zbMATH DE number 6413365 |
Statements
On stationarity of the periodic AGARCH processes (English)
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10 March 2015
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periodic AGARCH processes
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stationarity
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stochastic difference equation
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Lyapunov exponent
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0.91178644
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0.8867564
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0.8842886
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0.8768513
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0.8768468
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0.8756729
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