Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages31
Publication statusPublished - 2012

Publication series

NameTI Discussion Papers
No.12-059/4

Cite this

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title = "Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes",
author = "F. Blasques and S.J. Koopman and A. Lucas",
year = "2012",
language = "English",
series = "TI Discussion Papers",
publisher = "Tinbergen Institute",
number = "12-059/4",
type = "WorkingPaper",
institution = "Tinbergen Institute",

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Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes. / Blasques, F.; Koopman, S.J.; Lucas, A.

Amsterdam : Tinbergen Institute, 2012. (TI Discussion Papers; No. 12-059/4).

Research output: Working paperProfessional

TY - UNPB

T1 - Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes

AU - Blasques, F.

AU - Koopman, S.J.

AU - Lucas, A.

PY - 2012

Y1 - 2012

M3 - Working paper

T3 - TI Discussion Papers

BT - Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes

PB - Tinbergen Institute

CY - Amsterdam

ER -