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A STUDY ON GARCH(p, q) PROCESS - MaRDI portal

A STUDY ON GARCH(p, q) PROCESS (Q5713058)

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scientific article; zbMATH DE number 2237733
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English
A STUDY ON GARCH(p, q) PROCESS
scientific article; zbMATH DE number 2237733

    Statements

    title
    A STUDY ON GARCH(p, q) PROCESS (English)
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    author
    Oesook Lee
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    publication date
    12 December 2005
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    zbMATH Keywords
    ARCH/GARCH model
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    Markov chain
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    irreducibility
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    geometric ergodicity
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    functional central limit theorem
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    60F05
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    60J05
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    zbMATH DE Number
    2237733
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