Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models.

Samankaltaisia teoksia

• Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
  Tekijä: Meitz, M, et al.
  Julkaistu: (2007)
• Stability of nonlinear AR-GARCH models.
  Tekijä: Meitz, M, et al.
  Julkaistu: (2007)
• Stability of nonlinear AR-GARCH models
  Tekijä: Meitz, M, et al.
  Julkaistu: (2007)
• Parameter estimation in nonlinear AR-GARCH models
  Tekijä: Meitz, M, et al.
  Julkaistu: (2008)
• Ergodicity, mixing dan exactness pada operator Markov
  Tekijä: , SUTRISNO, Agus, et al.
  Julkaistu: (2004)