Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes

Research output: Working paper / PreprintWorking paperProfessional

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

Publication series

NameTI Discussion Papers
No.12-059/4

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