A STUDY ON GARCH(p, q) PROCESS
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Publication:5713058
DOI10.4134/CKMS.2003.18.3.541zbMath1101.62369MaRDI QIDQ5713058
Publication date: 12 December 2005
Published in: Communications of the Korean Mathematical Society (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)
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