ON THE STABILITY OF A HETEROSCEDASTIC PROCESS (Q3747562)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE STABILITY OF A HETEROSCEDASTIC PROCESS |
scientific article |
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ON THE STABILITY OF A HETEROSCEDASTIC PROCESS (English)
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1986
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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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