On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity
type: Item
instance of: scholarly article
title: On periodic GARCH processes: stationarity, existence of moments and geometric ergodicity
zbMATH Open document ID: 1231.62159
DOI: 10.3103/S1066530708040029
published in: Mathematical Methods of Statistics
publication date: 2009-10-13T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 5614401
zbMATH Keywords: higher-order moments
author: Abdelouahab Bibi
author: Abdelhakim Aknouche
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 5614401