scientific article; zbMATH DE number 624755

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zbMath0806.62068MaRDI QIDQ4303361

Esmeralda Gonçalves, Nazaré Mendes Lopes

Publication date: 27 September 1994

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

ergodicity ARCH threshold models conditional variance temporal aggregation strong stationarity autoregressive conditional heteroscedasticity TARCH wide sense stationarity lagged values

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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