Pages that link to "Item:Q3297110"

The following pages link to Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110):

Displaying 6 items.

• On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (Q734550) (← links)
• The autocorrelation structure of the Markov-switching asymmetric power GARCH process (Q945788) (← links)
• Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference (Q1023632) (← links)
• A note on integrated periodic \textit{GARCH} processes (Q2452884) (← links)
• The \(L^2\)-structures of standard and switching-regime GARCH models (Q2567232) (← links)
• A Family of Markov‐Switching Garch Processes (Q5397964) (← links)