A central limit theorem for random coefficient autoregressive models and ARCH/GARCH models (Q4391408)
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scientific article; zbMATH DE number 1158336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A central limit theorem for random coefficient autoregressive models and ARCH/GARCH models |
scientific article; zbMATH DE number 1158336 |
Statements
A central limit theorem for random coefficient autoregressive models and ARCH/GARCH models (English)
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2 February 1999
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RCA models
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random systems with complete connections
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Markov processes
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CL regularity
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law of large numbers
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asymptotic stationarity
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