The Limiting Distribution of a Non‐Stationary Integer Valued GARCH(1,1) Process (Q5111849)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The Limiting Distribution of a Non‐Stationary Integer Valued GARCH(1,1) Process |
scientific article; zbMATH DE number 7205125
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The Limiting Distribution of a Non‐Stationary Integer Valued GARCH(1,1) Process |
scientific article; zbMATH DE number 7205125 |
Statements
The Limiting Distribution of a Non‐Stationary Integer Valued GARCH(1,1) Process (English)
0 references
27 May 2020
0 references
integer-valued GARCH
0 references
INGARCH (integer-valued generalized autoregressive conditional heteroscedastic) process
0 references
limiting distribution
0 references
non-stationary time series
0 references
weak convergence
0 references
stochastic differential equations
0 references
