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scientific article; zbMATH DE number 597676
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| English | No label defined |
scientific article; zbMATH DE number 597676 |
Statements
19 January 1995
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generalized threshold autoregressive conditional heteroscedastic model
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necessary and sufficient condition of weak stationarity
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weakly stationary GTARCH model
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strictly stationary
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GTARCH(1,1)
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GTARCH(1,2)
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central limit theorem
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0.8634359240531921
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0.8242117166519165
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0.814317524433136
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0.8040089011192322
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