The limiting distribution of a non-stationary integer valued GARCH\((1,1)\) process (Q5111849)
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scientific article; zbMATH DE number 7205125
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| 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)
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27 May 2020
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integer-valued GARCH
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INGARCH (integer-valued generalized autoregressive conditional heteroscedastic) process
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limiting distribution
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non-stationary time series
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weak convergence
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stochastic differential equations
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0.8393039107322693
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0.8050826191902161
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0.7844420671463013
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0.7809205055236816
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