Title of article
On stationarity and β-mixing property of certain nonlinear GARCH(p,q) models
Author/Authors
O. Lee، نويسنده , , D.W. Shin، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2005
Pages
11
From page
25
To page
35
Keywords
b-Mixing , Stationarity , Moments , GARCH model
Journal title
Statistics and Probability Letters
Serial Year
2005
Journal title
Statistics and Probability Letters
Record number
140491
Link To Document