On stationarity of the periodic AGARCH processes (Q2260446)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stationarity of the periodic AGARCH processes |
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On stationarity of the periodic AGARCH processes (English)
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10 March 2015
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periodic AGARCH processes
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stationarity
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stochastic difference equation
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Lyapunov exponent
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