THE DIFFUSION LIMIT OF A TVP-GQARCH-M(1,1) MODEL (Q4814250)
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scientific article; zbMATH DE number 2097899
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE DIFFUSION LIMIT OF A TVP-GQARCH-M(1,1) MODEL |
scientific article; zbMATH DE number 2097899 |
Statements
THE DIFFUSION LIMIT OF A TVP-GQARCH-M(1,1) MODEL (English)
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7 September 2004
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discrete time model
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convergence of invariant distributions
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