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scientific article
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scientific article

    Statements

    author
    Anders Milhøj
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    publication date
    1985
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    zbMATH Keywords
    nonlinear time series model
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    linear ARCH
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    autoregressive conditional heteroscedastic
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    stationarity
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    autocorrelation
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    dependence
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    higher order moments
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    Identifiers

    zbMATH DE Number
    3958501
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