Mixing properties of ARCH and time-varying ARCH processes (Q637105)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixing properties of ARCH and time-varying ARCH processes |
scientific article |
Statements
Mixing properties of ARCH and time-varying ARCH processes (English)
0 references
2 September 2011
0 references
2-mixing
0 references
absolutely regular (\(\beta \)-mixing) \(\text{ARCH}(\infty )\)
0 references
conditional densities
0 references
strong mixing (\(\alpha \)-mixing)
0 references
time-varying ARCH
0 references
0 references
0 references
0 references
0 references
0 references
0 references
