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ON THE STABILITY OF A HETEROSCEDASTIC PROCESS - MaRDI portal

ON THE STABILITY OF A HETEROSCEDASTIC PROCESS (Q3747562)

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English
ON THE STABILITY OF A HETEROSCEDASTIC PROCESS
scientific article

    Statements

    title
    ON THE STABILITY OF A HETEROSCEDASTIC PROCESS (English)
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    author
    Andrew A. Weiss
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    publication date
    1986
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    zbMATH Keywords
    ARCH
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    autoregressive
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    ARMAX
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    unconditional expectation
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    stability conditions
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    time series regression model
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    conditional heteroscedasticity
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    Identifiers

    zbMATH DE Number
    3984395
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    OpenAlex ID
    W2121280467
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