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Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH $\boldsymbol{{(P, Q)}}$ models
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- Journal:
- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
- Published online by Cambridge University Press:
- 15 May 2023, pp. 1501-1515
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- December 2023
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INFERENCE ON GARCH-MIDAS MODELS WITHOUT ANY SMALL-ORDER MOMENT
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- Journal:
- Econometric Theory , First View
- Published online by Cambridge University Press:
- 12 May 2023, pp. 1-34
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