On the finite dimensional laws of threshold GARCH processes (Q4644989)
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scientific article; zbMATH DE number 6999153
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| English | On the finite dimensional laws of threshold GARCH processes |
scientific article; zbMATH DE number 6999153 |
Statements
On the Finite Dimensional Laws of Threshold GARCH Processes (English)
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9 January 2019
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threshold GARCH processes
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distribution function
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control charts
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time series
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heteroskedastic models
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0.8324223756790161
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0.8106079697608948
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0.7763923406600952
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0.7763923406600952
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0.7613954544067383
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