Mixing properties of ARCH and time-varying ARCH processes (Q637105): Difference between revisions
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Revision as of 01:50, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixing properties of ARCH and time-varying ARCH processes |
scientific article |
Statements
Mixing properties of ARCH and time-varying ARCH processes (English)
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2 September 2011
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2-mixing
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absolutely regular (\(\beta \)-mixing) \(\text{ARCH}(\infty )\)
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conditional densities
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strong mixing (\(\alpha \)-mixing)
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time-varying ARCH
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