Bellini, Fabio; Bottolo, Leonardo - In: Statistics & Probability Letters 77 (2007) 13, pp. 1418-1427
We show that the characterization of the strict stationarity domain for a [delta]-power stable Garch model obtained in Mittnik et al. [2002. Stationarity of stable power-GARCH processes. J. Econometrics 106, 97-107] can be extended to general innovations, regardless of the existence of their...
