A STUDY ON GARCH(p, q) PROCESS (Q5713058)
From MaRDI portal
scientific article; zbMATH DE number 2237733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A STUDY ON GARCH(p, q) PROCESS |
scientific article; zbMATH DE number 2237733 |
Statements
A STUDY ON GARCH(p, q) PROCESS (English)
0 references
12 December 2005
0 references
ARCH/GARCH model
0 references
Markov chain
0 references
irreducibility
0 references
geometric ergodicity
0 references
functional central limit theorem
0 references
