Stability of random coefficient ARCH models and aggregation schemes (Q2439054): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q817902 |
Changed an Item |
||
| Property / author | |||
| Property / author: Marie-Claude Viano / rank | |||
Normal rank | |||
Revision as of 01:06, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of random coefficient ARCH models and aggregation schemes |
scientific article |
Statements
Stability of random coefficient ARCH models and aggregation schemes (English)
0 references
7 March 2014
0 references
ARCH(\(\infty\)) model
0 references
aggregation
0 references
random coefficients
0 references
long memory
0 references
