On linear processes with dependent innovations (Q2485859)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On linear processes with dependent innovations |
scientific article |
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On linear processes with dependent innovations (English)
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5 August 2005
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Central limit theorem
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Covariance
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GARCH model
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Invariance principle
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Linear process
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Nonlinear time series
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