Relative stability in strictly stationary random sequences (Q436291): Difference between revisions
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Property / Mathematics Subject Classification ID: 60F05 / rank | |||
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Property / Mathematics Subject Classification ID: 60G10 / rank | |||
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Property / zbMATH DE Number: 6059063 / rank | |||
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relative stability | |||
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central limit theorem | |||
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weak dependence | |||
Property / zbMATH Keywords: weak dependence / rank | |||
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strong mixing condition | |||
Property / zbMATH Keywords: strong mixing condition / rank | |||
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uniform integrability | |||
Property / zbMATH Keywords: uniform integrability / rank | |||
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ARCH processes | |||
Property / zbMATH Keywords: ARCH processes / rank | |||
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Revision as of 01:03, 30 June 2023
scientific article
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English | Relative stability in strictly stationary random sequences |
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Relative stability in strictly stationary random sequences (English)
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20 July 2012
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relative stability
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central limit theorem
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weak dependence
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strong mixing condition
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uniform integrability
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ARCH processes
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