GARCH (1,1) processes are near epoch dependent (Q1175963): Difference between revisions

@@ Property / cites work @@
+Non-strong mixing autoregressive processes
@@ Property / cites work: Non-strong mixing autoregressive processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+On the Strong Mixing Property for Linear Sequences
+Normal rank
@@ Property / cites work @@
+Some Limit Theorems for Stationary Processes
@@ Property / cites work: Some Limit Theorems for Stationary Processes / rank @@
+Normal rank
@@ Property / cites work @@
+A maximal inequality and dependent strong laws
@@ Property / cites work: A maximal inequality and dependent strong laws / rank @@
+Normal rank
@@ Property / cites work @@
+Conditions for linear processes to be strong-mixing
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/0165-1765(91)90186-o
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@@ Property / OpenAlex ID @@
+W2163789136
@@ Property / OpenAlex ID: W2163789136 / rank @@
+Normal rank