Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes

Research output: Working paper / PreprintWorking paperProfessional

149 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages31
Publication statusPublished - 2012

Publication series

NameTI Discussion Papers
No.12-059/4

Cite this