مرکز منطقه ای اطلاع رساني علوم و فناوري - On stationarity and β-mixing property of certain nonlinear GARCH(p,q) models

Title of article :

On stationarity and β-mixing property of certain nonlinear GARCH(p,q) models

Author/Authors :

O. Lee، نويسنده , , D.W. Shin، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2005

Pages :

From page :

To page :

Keywords :

b-Mixing , Stationarity , Moments , GARCH model

Journal title :

Statistics and Probability Letters

Serial Year :

2005

Journal title :

Statistics and Probability Letters

Record number :

140491

Link To Document :