Random Series with Time-Varying Discounting (Q3098924): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 22:50, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Random Series with Time-Varying Discounting |
scientific article |
Statements
Random Series with Time-Varying Discounting (English)
0 references
18 November 2011
0 references
GARCH(1, 1) and ARCH processes
0 references
Mellin transform
0 references
Meyer G-functions
0 references
stochastic recurrence equations
0 references