On the existence of some ARCH\((\infty)\)processes (Q2483465)
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scientific article
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| English | On the existence of some ARCH\((\infty)\)processes |
scientific article |
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On the existence of some ARCH\((\infty)\)processes (English)
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28 April 2008
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ARCH processes
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fractionally integrated processes
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long memory
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0.8718557357788086
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0.838977575302124
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0.8232629299163818
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0.8127471804618835
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