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Recent Theoretical Results for Time Series Models with GARCH Errors

✍ Scribed by W. K. Li; Shiqing Ling; Michael McAleer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A note on self-normalized Dickey-Fuller

✍ Xiao-rong Yang; Li-xin Zhang 📂 Article 📅 2008 🏛 SP Editorial Committee of Applied Mathematics - A 🌐 English ⚖ 136 KB

Limit theorems on a linear explosive sto

✍ K. N. Venkataraman; K. Suresh Chandra 📂 Article 📅 1984 🏛 Springer Japan 🌐 English ⚖ 677 KB

Accounting for Error When Modelling with

✍ Claire H. Jarvis; Neil Stuart 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 300 KB