Correction
From MaRDI portal
Publication:5443154
DOI10.1239/aap/1198177242zbMath1134.60326MaRDI QIDQ5443154
Publication date: 20 February 2008
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1198177242
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G10: Stationary stochastic processes
91B84: Economic time series analysis
60J05: Discrete-time Markov processes on general state spaces
Related Items
Modeling large claims in non-life insurance, Consistency for least squares regression estimators with infinite variance data, Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models