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Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to \(\mathrm{ARCH}(\infty)\) processes - MaRDI portal

Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to \(\mathrm{ARCH}(\infty)\) processes (Q356154)

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scientific article; zbMATH DE number 6191557
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English
Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to \(\mathrm{ARCH}(\infty)\) processes
scientific article; zbMATH DE number 6191557

    Statements

    Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to \(\mathrm{ARCH}(\infty)\) processes (English)
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    25 July 2013
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    Volterra equation
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    difference equation
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    admissibility
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    periodic solution
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    auto-covariance function
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    \(\mathrm{ARCH}(\infty)\) process
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