On the existence of some ARCH\((\infty)\)processes (Q2483465)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5268523
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the existence of some ARCH\((\infty)\)processes |
scientific article; zbMATH DE number 5268523 |
Statements
On the existence of some ARCH\((\infty)\)processes (English)
0 references
28 April 2008
0 references
ARCH processes
0 references
fractionally integrated processes
0 references
long memory
0 references
0 references
0.8718557357788086
0 references
0.838977575302124
0 references
0.8232629299163818
0 references
0.8127471804618835
0 references
