مرکز منطقه ای اطلاع رساني علوم و فناوري - Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes

Title of article :

Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes

Author/Authors :

S. Y. Hwang، نويسنده , , I. V. Basawa، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2004

Pages :

From page :

209

To page :

220

Keywords :

Box-Cox transformation , Threshold GARCH , Stationary moments , Quasilikelihood estimation

Journal title :

Statistics and Probability Letters

Serial Year :

2004

Journal title :

Statistics and Probability Letters

Record number :

140318

Link To Document :