Book chapter 2 Citations Peer Reviewed

On the Finite Dimensional Laws of Threshold GARCH Processes

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

ISLA — Instituto Politécnico de Gestão e Tecnologia

Recent Developments in Modeling and Applications in Statistics, 2012 Published by: Springer Berlin Heidelberg

DOI: 10.1007/978-3-642-32419-2_24

Resume

Abstract

Abstract not provided by the author or the indexing source.

Keywords

#law of large numbers #control charts #Time series #Autoregressive conditional heteroskedasticity #Mathematics #Series (stratigraphy) #Function (biology) #Sign (mathematics)

Bibliographic Details

Publication Type Book chapter

Publication Year 2012

Journal / Conference / Work Recent Developments in Modeling and Applications in Statistics

ISBN 9783642324185

Publisher Springer Berlin Heidelberg

ISLA Authors & Affiliations

Joana Jorge de Queiroz Leite

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

Profile