AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS (Q3557547)

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AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS
scientific article

    Statements

    title
    AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS (English)
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    author
    Liudas Giraitis
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    Remigijus Leipus
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    Donatas Surgailis
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    publication date
    23 April 2010
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62P05
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    91B25
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    91G70
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    zbMATH DE Number
    5700362
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