On the probabilistic structure of power threshold generalized arch stochastic processes

Gonçalves, E. , Leite, J. , Mendes-Lopes, N.

ISLA — Instituto Politécnico de Gestão e Tecnologia

Statistics & Probability Letters, Volume 82, Issue 8, 08 2012, pp. 1597–1609

DOI: 10.1016/j.spl.2012.04.014

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Abstract

Abstract not provided by the author or the indexing source.

Keywords

#strict stationarity #ergodicity #existence of moments #weak stationarity #conditional moments #minimal representation #stochastic processes #Mathematics #Probabilistic logic #Heteroscedasticity #Applied mathematics #Moment (physics) #Class (philosophy) #Stochastic process #Representation (politics)

Bibliographic Details

Publication Type Journal article

Publication Year 2012

Journal / Conference / Work Statistics & Probability Letters

Volume / Issue Vol. 82 (8)

Pagination pp. 1597–1609

Quartile (SCImago) Q2

Scopus Indexing Indexed source (via SCImago)

ISLA Authors & Affiliations

Joana Jorge de Queiroz Leite

jleite@iscac.pt ID: 051E-6AE4-EFE3

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