Stochastic properties of spatial and spatiotemporal ARCH models (Q2066512)

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scientific article; zbMATH DE number 7457453
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Stochastic properties of spatial and spatiotemporal ARCH models
scientific article; zbMATH DE number 7457453

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    Stochastic properties of spatial and spatiotemporal ARCH models (English)
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    14 January 2022
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    moments
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    probability structure
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    spatial ARCH
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    variance clusters
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