On the distribution of generalized threshold ARCH stochastic processes (Q5440563)
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scientific article; zbMATH DE number 5232282
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the distribution of generalized threshold ARCH stochastic processes |
scientific article; zbMATH DE number 5232282 |
Statements
5 February 2008
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nonlinear time series
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GTARCH models
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0.8324223756790161
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0.828862726688385
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0.828862726688385
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0.8131371140480042
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0.8130505681037903
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