On the Finite Dimensional Laws of Threshold GARCH Processes (Q4644989)
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scientific article; zbMATH DE number 6999153
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Finite Dimensional Laws of Threshold GARCH Processes |
scientific article; zbMATH DE number 6999153 |
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On the Finite Dimensional Laws of Threshold GARCH Processes (English)
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9 January 2019
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threshold GARCH processes
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distribution function
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control charts
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time series
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heteroskedastic models
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