A Note on Non‐Negative Arma Processes (Q5430503)

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scientific article; zbMATH DE number 5220240
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A Note on Non‐Negative Arma Processes
scientific article; zbMATH DE number 5220240

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    A Note on Non‐Negative Arma Processes (English)
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    16 December 2007
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    absolute monotonicity
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    generating function
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    stochastic volatility
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