Spectral analysis for <i>GARCH</i> processes through a bilinear representation (Q6096159)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Spectral analysis for GARCH processes through a bilinear representation |
scientific article; zbMATH DE number 7736119
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral analysis for <i>GARCH</i> processes through a bilinear representation |
scientific article; zbMATH DE number 7736119 |
Statements
Spectral analysis for <i>GARCH</i> processes through a bilinear representation (English)
0 references
11 September 2023
0 references
\textit{GARCH} model
0 references
bilinear model
0 references
transfer functions
0 references
spectral density
0 references
bispectral density
0 references
0 references
0.8734348
0 references
0.8571867
0 references
0.85692644
0 references
0.8560546
0 references
0.8527943
0 references
0.85098433
0 references
