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BibTeX entry
@Article{Lee:2005:SMP,
author = "O. Lee and D. W. Shin",
title = "On stationarity and $ \beta $-mixing property of
certain nonlinear {$ {\rm GARCH}(p, q)$} models",
journal = j-STAT-PROB-LETT,
volume = "73",
number = "1",
pages = "25--35",
day = "1",
month = jun,
year = "2005",
CODEN = "SPLTDC",
ISSN = "0167-7152 (print), 1879-2103 (electronic)",
ISSN-L = "0167-7152",
bibdate = "Sun Jun 1 11:17:03 MDT 2014",
bibsource = "http://www.math.utah.edu/pub/tex/bib/statproblett2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0167715205000763",
acknowledgement = ack-nhfb,
fjournal = "Statistics \& Probability Letters",
journal-URL = "http://www.sciencedirect.com/science/journal/01677152",
keywords = "Generalized autoregressive conditional
heteroscedasticity (GARCH) models",
}
Related entries
- $ \beta $,
77(9)873,
79(1)79
- autoregressive,
50(4)389,
51(1)53,
51(2)165,
51(3)235,
52(4)365,
53(4)381,
55(3)281,
56(1)23,
57(2)113,
60(3)241,
63(1)49,
64(1)83,
65(4)331,
66(2)91,
67(4)299,
67(4)307,
68(3)209,
69(3)287,
70(4)263,
71(1)61,
72(4)323,
73(4)403,
74(1)77,
74(3)221,
75(1)39,
76(1)58,
76(1)93,
76(3)310,
76(3)318,
76(4)349,
76(6)609,
76(10)986,
76(10)1075,
76(12)1219,
76(13)1323,
76(15)1647,
77(13)1428,
77(14)1479,
78(1)1,
78(1)50,
78(4)402,
78(7)915,
78(12)1355,
78(12)1369,
78(12)1480,
78(12)1673,
78(13)1990,
78(15)2456,
78(16)2685,
78(16)2725,
78(17)2916,
78(18)3262,
79(1)38,
79(2)165,
79(3)339,
79(6)711,
79(6)807,
79(7)907,
79(9)1141,
79(15)1674,
79(15)1704,
79(24)2476
- certain,
47(1)25,
50(1)75,
51(1)71,
52(3)313,
58(4)413,
59(1)53,
65(3)187,
66(4)407,
74(1)39,
75(3)211,
76(14)1570,
76(15)1603,
77(1)111,
78(4)347,
79(20)2200
- conditional,
46(1)75,
46(4)371,
47(1)99,
49(3)299,
49(4)355,
50(2)193,
50(4)343,
50(4)397,
51(4)361,
53(1)67,
55(3)301,
55(4)353,
58(2)131,
58(3)287,
60(1)69,
63(3)249,
65(2)79,
66(1)19,
66(2)117,
66(3)327,
67(2)141,
67(3)257,
68(3)209,
70(4)263,
72(2)103,
73(1)1,
74(2)151,
76(4)353,
76(6)579,
76(10)1075,
76(13)1323,
76(16)1775,
76(17)1882,
77(13)1428,
78(2)179,
78(6)739,
78(7)915,
78(7)927,
78(12)1480,
78(13)1922,
78(13)1990,
78(16)2725,
78(18)3249,
78(18)3262,
79(7)907,
79(8)1008,
79(8)1065,
79(9)1260,
79(15)1674
- GARCH,
68(3)209,
70(4)263,
76(10)1075,
76(13)1323,
77(13)1428,
78(7)915,
78(12)1480,
78(13)1990,
78(16)2725,
78(18)3262,
79(7)907,
79(15)1674
- generalized,
46(3)287,
48(3)293,
49(2)163,
50(2)179,
50(3)237,
53(1)101,
55(1)53,
55(2)137,
55(3)269,
55(4)413,
56(2)155,
59(1)1,
59(4)329,
59(4)397,
60(4)459,
64(2)213,
65(1)51,
65(2)93,
66(1)51,
66(2)153,
66(3)213,
66(4)395,
67(1)65,
67(3)203,
68(1)17,
68(3)209,
68(4)429,
69(2)213,
69(3)315,
69(4)381,
70(4)263,
71(1)33,
71(1)85,
71(4)371,
72(2)163,
73(4)357,
75(2)113,
75(4)280,
76(3)318,
76(8)813,
76(10)1075,
76(13)1323,
76(16)1761,
77(1)1,
77(6)588,
77(11)1043,
77(11)1106,
77(11)1137,
77(12)1362,
77(12)1394,
77(13)1428,
77(13)1439,
77(15)1549,
77(15)1580,
78(2)109,
78(3)225,
78(3)254,
78(4)376,
78(4)402,
78(5)528,
78(7)915,
78(8)963,
78(12)1480,
78(12)1526,
78(12)1624,
78(13)1722,
78(13)1990,
78(14)2188,
78(14)2210,
78(14)2265,
78(15)2433,
78(16)2725,
78(16)2836,
78(18)3123,
78(18)3129,
78(18)3139,
78(18)3262,
78(18)3274,
78(18)3381,
79(2)158,
79(3)331,
79(3)396,
79(4)525,
79(5)684,
79(6)789,
79(7)907,
79(7)969,
79(8)1065,
79(8)1105,
79(9)1252,
79(10)1343,
79(11)1404,
79(12)1480,
79(14)1615,
79(15)1674,
79(15)1724,
79(19)1996,
79(22)2321,
79(24)2462
- heteroscedasticity,
68(3)209,
70(4)263,
73(1)61,
76(4)340,
76(10)1075,
76(13)1323,
77(13)1428,
78(7)915,
78(8)963,
78(12)1480,
78(13)1990,
78(16)2725,
78(18)3262,
79(7)907,
79(15)1674
- mixing,
49(2)113,
51(4)351,
58(3)297,
58(3)319,
66(1)25,
67(4)289,
78(8)1017,
78(10)1215,
78(12)1466,
78(12)1541,
78(14)2095,
78(16)2644,
78(17)2910,
79(1)79,
79(1)105,
79(12)1429
- nonlinear,
46(1)59,
46(2)121,
46(4)317,
47(3)243,
48(3)293,
51(2)121,
51(2)173,
52(4)381,
54(1)75,
55(2)163,
58(4)355,
59(3)317,
60(4)387,
63(1)49,
63(2)177,
65(1)51,
67(2)183,
68(3)273,
73(4)459,
76(3)255,
78(1)50,
78(4)384,
78(8)997,
78(17)3047,
78(18)3269,
79(1)63,
79(5)573,
79(6)821,
79(6)848,
79(9)1219,
79(21)2242,
79(21)2307
- property,
46(1)43,
46(2)121,
46(3)277,
47(2)189,
49(1)39,
49(1)63,
49(2)205,
49(3)299,
51(1)93,
51(4)377,
52(3)279,
52(3)313,
52(3)329,
52(4)347,
53(2)219,
55(3)293,
56(1)51,
56(2)131,
56(3)309,
57(4)387,
58(2)111,
58(4)399,
59(1)29,
59(4)405,
60(2)211,
60(4)387,
61(1)41,
61(1)91,
61(4)429,
62(4)345,
62(4)419,
64(2)113,
64(3)225,
65(3)241,
65(4)353,
66(1)19,
66(4)407,
67(2)121,
68(4)383,
69(3)221,
69(3)333,
73(2)147,
73(4)381,
74(2)163,
75(2)119,
75(4)298,
76(7)737,
76(8)838,
76(9)880,
76(11)1097,
76(14)1510,
76(15)1641,
76(16)1775,
76(17)1925,
77(1)1,
77(1)9,
77(2)190,
77(4)365,
77(7)687,
77(9)920,
77(9)925,
78(3)301,
78(4)456,
78(6)577,
78(6)637,
78(6)720,
78(6)728,
78(11)1317,
78(13)1742,
78(14)1999,
78(14)2006,
78(15)2378,
78(16)2578,
78(18)3238,
78(18)3269,
78(18)3350,
79(3)407,
79(5)602,
79(8)1108,
79(9)1175,
79(11)1409,
79(12)1480,
79(15)1674,
79(16)1733,
79(21)2307
- stationarity,
48(1)23,
62(3)263,
68(3)209,
76(6)562,
77(13)1418,
77(13)1428,
78(14)2265,
79(1)79,
79(7)990