On the probabilistic structure of power threshold generalized ARCH stochastic processes (Q449026)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6080955
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the probabilistic structure of power threshold generalized ARCH stochastic processes |
scientific article; zbMATH DE number 6080955 |
Statements
On the probabilistic structure of power threshold generalized ARCH stochastic processes (English)
0 references
11 September 2012
0 references
power TGARCH models
0 references
minimal representation
0 references
stationarity
0 references
ergodicity
0 references
stationarity up to order \(\delta \)
0 references
0 references
0.8740810751914978
0 references
0.8227157592773438
0 references
