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Latest revision as of 15:39, 5 March 2024
scientific article; zbMATH DE number 1157181
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English | No label defined |
scientific article; zbMATH DE number 1157181 |
Statements
6 October 1998
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nonlinear time series
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GARCH(p,q) model
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strict stationarity
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existence of higher-order moments
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