ARCH(∞) Models and Long Memory Properties (Q3646949)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ARCH(∞) Models and Long Memory Properties |
scientific article |
Statements
ARCH(∞) Models and Long Memory Properties (English)
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27 November 2009
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GARCH\((p,q)\)
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ARCH\((\infty)\)
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Volterra representations
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central limit theorem
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