The Limiting Distribution of a Non‐Stationary Integer Valued GARCH(1,1) Process (Q5111849)
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scientific article; zbMATH DE number 7205125
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Limiting Distribution of a Non‐Stationary Integer Valued GARCH(1,1) Process |
scientific article; zbMATH DE number 7205125 |
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The Limiting Distribution of a Non‐Stationary Integer Valued GARCH(1,1) Process (English)
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27 May 2020
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integer-valued GARCH
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INGARCH (integer-valued generalized autoregressive conditional heteroscedastic) process
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limiting distribution
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non-stationary time series
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weak convergence
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stochastic differential equations
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