scientific article; zbMATH DE number 597676

MaRDI QIDQ4298738zbMATH OpenFDO

Authors E. Gonçalves, N. Mendes-Lopes

Publication date 19 January 1995

zbMATH Keywords

central limit theoremgeneralized threshold autoregressive conditional heteroscedastic modelGTARCH(1,1)GTARCH(1,2)necessary and sufficient condition of weak stationaritystrictly stationaryweakly stationary GTARCH model

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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