# zbMATH — the first resource for mathematics

A note on the stationarity and the existence of moments of the GARCH model. (English) Zbl 0896.62087
Summary: We examine the strict stationarity and the existence of higher-order moments for the $$\text{GARCH}(p,q)$$ models under general and tractable assumptions.

##### MSC:
 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)