On linear processes with dependent innovations (Q2485859)
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 2192593
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On linear processes with dependent innovations |
scientific article; zbMATH DE number 2192593 |
Statements
On linear processes with dependent innovations (English)
0 references
5 August 2005
0 references
Central limit theorem
0 references
Covariance
0 references
GARCH model
0 references
Invariance principle
0 references
Linear process
0 references
Nonlinear time series
0 references
0 references
0 references
0 references
0.8564227223396301
0 references
0.8560296893119812
0 references
0.8508316278457642
0 references
0.8415036797523499
0 references
