On stationarity and ergodicity of the bilinear model with applications to GARCH models (Q3077644)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stationarity and ergodicity of the bilinear model with applications to GARCH models |
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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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