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"A note on the non-negativity of continuous-time ARMA and GARCH processes."

Henghsiu Tsai, Kung-Sik Chan (2009)

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DOI: 10.1007/S11222-008-9078-7

access: closed

type: Journal Article

metadata version: 2020-03-25

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Henghsiu Tsai, Kung-Sik Chan:
A note on the non-negativity of continuous-time ARMA and GARCH processes. Stat. Comput. 19(2): 149-153 (2009)

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