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Q4407617 - MaRDI portal

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scientific article; zbMATH DE number 1944323
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English
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scientific article; zbMATH DE number 1944323

    Statements

    author
    Thomas Mikosch
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    Cătălin Stărică
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    publication date
    15 December 2003
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    zbMATH Keywords
    ARCH
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    GARCH
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    IGARCH
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    persistence in variance
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    mixing
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    sample autocorrelation function
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    long-range dependence
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62M10
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    60J05
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    60G10
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    60G70
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    91B28
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    zbMATH DE Number
    1944323
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