On the existence of some ARCH\((\infty)\)processes (Q2483465)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the existence of some ARCH\((\infty)\)processes |
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On the existence of some ARCH\((\infty)\)processes (English)
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28 April 2008
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ARCH processes
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fractionally integrated processes
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long memory
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