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On GARCH(p,q) convergence

open access: yesSistemnì Doslìdženâ ta Informacìjnì Tehnologìï, 2018
The paper deals with symmetric GARCH(p,q) model. Assuming that there exists defined by this model stationary time series, we have proposed the necessary and sufficient condition for exponential mean square convergence of any stochastic recurrent ...
J. Carkovs, N. Gutmanis
doaj  

Mean-square exponential stabilization of coupled hyperbolic systems with random parameters

open access: yesIFAC-PapersOnLine, 2023
Jean Auriol   +2 more
openaire   +1 more source

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