Stationarity of GARCH processes and of some nonnegative time series (Q1185109)
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scientific article; zbMATH DE number 37675
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationarity of GARCH processes and of some nonnegative time series |
scientific article; zbMATH DE number 37675 |
Statements
Stationarity of GARCH processes and of some nonnegative time series (English)
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28 June 1992
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time series models
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GARCH processes
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generalized multivariate autoregressive equations
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necessary and sufficient condition
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existence of a strictly stationary solution
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