A LARCH(∞) Vector Valued Process (Q3416893)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A LARCH(∞) Vector Valued Process |
scientific article |
Statements
A LARCH(∞) Vector Valued Process (English)
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9 January 2007
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\(\text{ARCH}(\infty)\) processes
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\(\text{LARCH}(\infty)\) processes
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vector processes
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Volterra expansions
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weak dependence
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