مرکز منطقه ای اطلاع رساني علوم و فناوري - Stationarity domains for δ-power Garch process with heavy tails

Title of article :

Stationarity domains for δ-power Garch process with heavy tails

Author/Authors :

Fabio Bellini، نويسنده , , Leonardo Bottolo، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2007

Pages :

From page :

1418

To page :

1427

Keywords :

Power Garch models , Strict and weak stationarity , a-stable distributions , Heavy tails distributions

Journal title :

Statistics and Probability Letters

Serial Year :

2007

Journal title :

Statistics and Probability Letters

Record number :

141050

Link To Document :