On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity
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Publication:734550
DOI10.3103/S1066530708040029zbMath1231.62159MaRDI QIDQ734550
Abdelhakim Aknouche, Abdelouahab Bibi
Publication date: 13 October 2009
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)
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