Pages that link to "Item:Q958952"
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The following pages link to On the existence of higher-order moments of periodic GARCH models (Q958952):
Displaying 5 items.
- Asymptotic inference of unstable periodic ARCH processes (Q411545) (← links)
- On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity (Q734550) (← links)
- On some probabilistic properties of double periodic AR models (Q1003807) (← links)
- Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes (Q3072403) (← links)
- Probabilistic properties of a Markov-switching periodic GARCH process (Q3297110) (← links)