Ergodicity, mixing, and existence of moments of a class of markov models with applications to garch and acd models /

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Detalles Bibliográficos
Autor principal:	Meitz, Mika.
Otros Autores:	Saikkonen, Pentti.
Formato:	Artículo
Lenguaje:	English
Materias:	Autoregressive conditional duration Existence of moments GARCH Generalized autoregressive conditional heteroskedasticity Geometric erogidicity Markov models Mixing Nonlinear time series models Strict stationarity
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Thư viện lưu trữ:	Thư viện Trường Đại học Đà Lạt

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