ARCH models as diffusion approximations (Q2640240): Difference between revisions
From MaRDI portal
Latest revision as of 14:26, 21 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | ARCH models as diffusion approximations |
scientific article |
Statements
ARCH models as diffusion approximations (English)
0 references
1990
0 references
convergence of stochastic difference equations
0 references
stochastic differential equations
0 references
diffusion approximations
0 references
0 references