STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (Q4954301): Difference between revisions

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Revision as of 18:11, 5 March 2024

scientific article; zbMATH DE number 1455827
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English
STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM
scientific article; zbMATH DE number 1455827

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    STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (English)
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    23 May 2002
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    ARCH models
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    stationary solution
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    moving average representation
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    central limit theorem
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