V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model

Oesook Lee

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

A continuous time asymmetric power GARCH(1,1) model is presented and the V-uniform ergodicity and β-mixing property of the process with exponential decay rate are proved. The V-uniform ergodicity of the COGARCH(1,1) model is obtained as a special case.

Original languageEnglish
Pages (from-to)812-817
Number of pages6
JournalStatistics and Probability Letters
Volume82
Issue number4
DOIs
StatePublished - Apr 2012

Keywords

  • COGARCH(1,1) process
  • Continuous time asymmetric power GARCH(1,1) process
  • Uniform ergodicity

Fingerprint

Dive into the research topics of 'V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model'. Together they form a unique fingerprint.

Cite this