On stationarity and ergodicity of the bilinear model with applications to GARCH models (Q3077644)
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scientific article; zbMATH DE number 5855762
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| English | On stationarity and ergodicity of the bilinear model with applications to GARCH models |
scientific article; zbMATH DE number 5855762 |
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On stationarity and ergodicity of the bilinear model with applications to GARCH models (English)
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22 February 2011
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subdiagonal bilinear model
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random coefficients models
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strictly stationary solutions
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0.90823686
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0.90582985
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0.9017517
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0.8898269
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