A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model (Q1359748)
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scientific article; zbMATH DE number 1031766
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model |
scientific article; zbMATH DE number 1031766 |
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A note on geometric ergodicity of autoregressive conditional heteroscedasticity (ARCH) model (English)
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26 August 1997
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conditional heteroscedasticity
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ARCH model
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nonlinear time series
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Markov processes
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