On stationarity and \(\beta\)-mixing property of certain nonlinear \(\text{GARCH}(p,q)\) models (Q2573987)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stationarity and \(\beta\)-mixing property of certain nonlinear \(\text{GARCH}(p,q)\) models |
scientific article |
Statements
On stationarity and \(\beta\)-mixing property of certain nonlinear \(\text{GARCH}(p,q)\) models (English)
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25 November 2005
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GARCH model
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stationarity
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moments
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\(\beta\)-mixing
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