Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to \(\mathrm{ARCH}(\infty)\) processes (Q356154): Difference between revisions
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| Property / Mathematics Subject Classification ID: 39A30 / rank | |||
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| Property / Mathematics Subject Classification ID: 45D05 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6191557 / rank | |||
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| Property / zbMATH Keywords | |||
Volterra equation | |||
| Property / zbMATH Keywords: Volterra equation / rank | |||
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difference equation | |||
| Property / zbMATH Keywords: difference equation / rank | |||
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admissibility | |||
| Property / zbMATH Keywords: admissibility / rank | |||
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periodic solution | |||
| Property / zbMATH Keywords: periodic solution / rank | |||
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auto-covariance function | |||
| Property / zbMATH Keywords: auto-covariance function / rank | |||
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\(\mathrm{ARCH}(\infty)\) process | |||
| Property / zbMATH Keywords: \(\mathrm{ARCH}(\infty)\) process / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2091934491 / rank | |||
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| Property / arXiv ID | |||
| Property / arXiv ID: 1202.5573 / rank | |||
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| Property / cites work | |||
| Property / cites work: Long run behaviour of the autocovariance function of ARCH(\(\infty\)) models / rank | |||
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| Property / cites work | |||
| Property / cites work: On exact convergence rates for solutions of linear systems of Volterra difference equations† / rank | |||
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| Property / cites work | |||
| Property / cites work: Uniform asymptoic stability in linear volterra difference equations / rank | |||
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| Property / cites work | |||
| Property / cites work: STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM / rank | |||
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| Property / cites work: ARCH-type bilinear models with double long memory. / rank | |||
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| Property / cites work | |||
| Property / cites work: Q3061982 / rank | |||
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| Property / cites work: Change-point estimation in ARCH models / rank | |||
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| Property / cites work: Perturbation Theory for Discrete Volterra Equations / rank | |||
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| Property / cites work | |||
| Property / cites work: Perturbation of Volterra Difference Equations / rank | |||
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| Property / cites work | |||
| Property / cites work: STATIONARITY AND MEMORY OF ARCH([infty infinity]) MODELS / rank | |||
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| links / mardi / name | links / mardi / name | ||
Latest revision as of 15:57, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to \(\mathrm{ARCH}(\infty)\) processes |
scientific article |
Statements
Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to \(\mathrm{ARCH}(\infty)\) processes (English)
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25 July 2013
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Volterra equation
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difference equation
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admissibility
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periodic solution
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auto-covariance function
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\(\mathrm{ARCH}(\infty)\) process
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