✦ LIBER ✦

A note on the non-negativity of continuous-time ARMA and GARCH processes

✍ Scribed by Henghsiu Tsai; Kung-Sik Chan

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the approximation of continuous time

✍ P. J. Brockwell; O. Stramer 📂 Article 📅 1995 🏛 Springer Japan 🌐 English ⚖ 930 KB

A note on optimum spacing of observation

✍ K. Takeuchi; M. Akahira 📂 Article 📅 1986 🏛 Springer 🌐 English ⚖ 211 KB

A stochastic study of the non-stationary

✍ M. Ohta; S. Yamaguchi; S. Hiromitsu 📂 Article 📅 1976 🏛 Elsevier Science 🌐 English ⚖ 424 KB

Note on the computation of the maximal e

✍ Takashi Noda 📂 Article 📅 1971 🏛 Springer-Verlag 🌐 English ⚖ 176 KB

A Non-Homogeneous Continuous Time Semi-M

✍ Giuseppe Di Biase; Jacques Janssen; Raimondo Manca 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 139 KB

A note on identification, characterisati

✍ Gideon Weiss; Mark Westcott 📂 Article 📅 1976 🏛 Springer 🌐 English ⚖ 292 KB