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Appendix A: Ergodicity, Martingales, Mixing
Published Online: 14 JUL 2010
DOI: 10.1002/9780470670057.app1
Copyright © 2010 John Wiley & Sons Ltd
Book Title
GARCH Models: Structure, Statistical Inference and Financial Applications
Additional Information
How to Cite
Francq, C. and Zakoïan, J.-M. (2010) Appendix A: Ergodicity, Martingales, Mixing, in GARCH Models: Structure, Statistical Inference and Financial Applications, John Wiley & Sons, Ltd, Chichester, UK. doi: 10.1002/9780470670057.app1
Publication History
- Published Online: 14 JUL 2010
- Published Print: 23 JUL 2010
ISBN Information
Print ISBN: 9780470683910
Online ISBN: 9780470670057
- Summary
- Chapter
Summary
This appendix contains sections titled:
Ergodicity
Martingale Increments
Mixing