Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity (Q4556516)
From MaRDI portal
scientific article; zbMATH DE number 6980381
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity |
scientific article; zbMATH DE number 6980381 |
Statements
Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity (English)
0 references
16 November 2018
0 references
central limit theory
0 references
explosive autoregression
0 references
long memory
0 references
conditional heteroskedasticity
0 references
GARCH
0 references
mixingale
0 references
Cauchy distribution
0 references
