STATIONARITY AND MEMORY OF ARCH([infty infinity]) MODELS (Q4814249): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: The second moment and the autocovariance function of the squared errors of the GARCH model / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3727186 / rank | |||
Normal rank | |||
Latest revision as of 19:36, 6 June 2024
scientific article; zbMATH DE number 2097898
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STATIONARITY AND MEMORY OF ARCH([infty infinity]) MODELS |
scientific article; zbMATH DE number 2097898 |
Statements
STATIONARITY AND MEMORY OF ARCH([infty infinity]) MODELS (English)
0 references
7 September 2004
0 references
nonlinear time series models
0 references
0 references
