Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to \(\mathrm{ARCH}(\infty)\) processes (Q356154)
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English | Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to \(\mathrm{ARCH}(\infty)\) processes |
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Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to \(\mathrm{ARCH}(\infty)\) processes (English)
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25 July 2013
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Volterra equation
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difference equation
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admissibility
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periodic solution
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auto-covariance function
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\(\mathrm{ARCH}(\infty)\) process
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