STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE (Q4554600)
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scientific article; zbMATH DE number 6975566
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE |
scientific article; zbMATH DE number 6975566 |
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STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE (English)
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9 November 2018
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stationary long memory ARCH model
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finite fourth moment
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FIGARCH models
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