On linear processes with dependent innovations (Q2485859): Difference between revisions

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Revision as of 22:05, 19 March 2024

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On linear processes with dependent innovations
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    On linear processes with dependent innovations (English)
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    5 August 2005
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    Central limit theorem
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    Covariance
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    GARCH model
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    Invariance principle
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    Linear process
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    Nonlinear time series
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