scientific article; zbMATH DE number 597676
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Publication:4298738
zbMath0804.62080MaRDI QIDQ4298738
Esmeralda Gonçalves, Nazaré Mendes Lopes
Publication date: 19 January 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
central limit theoremstrictly stationarygeneralized threshold autoregressive conditional heteroscedastic modelGTARCH(1,1)GTARCH(1,2)necessary and sufficient condition of weak stationarityweakly stationary GTARCH model
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)
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