Department of Economics and Business Economics

Stationarity and ergodicity of univariate generalized autoregressive score processes

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalElectronic Journal of Statistics
Volume8
Issue1
Pages (from-to)1088-1112
ISSN1935-7524
DOIs
Publication statusPublished - 2014

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