ON THE STATIONARITY AND THE EXISTENCE OF MOMENTS OF CONDITIONAL HETEROSKEDASTIC ARMA MODELS

Shiqing Ling

Research output: Contribution to journal › Article › peer-review

Cite this

@article{4897149f75e34ea38d3fa6120a48b36e,

title = "ON THE STATIONARITY AND THE EXISTENCE OF MOMENTS OF CONDITIONAL HETEROSKEDASTIC ARMA MODELS",

author = "Shiqing Ling",

year = "1999",

language = "English",

volume = "9",

pages = "1119--1130",

journal = "Statistica Sinica",

issn = "1017-0405",

publisher = "Institute of Statistical Science",

}