On the probabilistic structure of power threshold generalized ARCH stochastic processes (Q449026)
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scientific article; zbMATH DE number 6080955
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the probabilistic structure of power threshold generalized ARCH stochastic processes |
scientific article; zbMATH DE number 6080955 |
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On the probabilistic structure of power threshold generalized ARCH stochastic processes (English)
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11 September 2012
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power TGARCH models
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minimal representation
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stationarity
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ergodicity
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stationarity up to order \(\delta \)
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