Pages that link to "Item:Q429271"

The following pages link to Long run behaviour of the autocovariance function of ARCH(\(\infty\)) models (Q429271):

Displaying 5 items.

• Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to \(\mathrm{ARCH}(\infty)\) processes (Q356154) (← links)
• On asymptotic constancy for linear discrete summation equations (Q356157) (← links)
• Long memory in a linear stochastic Volterra differential equation (Q536288) (← links)
• Asymptotic behaviour of the sample autocovariance and autocorrelation function of the \(AR(1)\) process with \(\text{ARCH}(1)\) errors (Q1611570) (← links)
• The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140) (← links)