Stationarity of squares sequences from ARCH(1) (Q3399108)
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scientific article; zbMATH DE number 5608942
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| English | Stationarity of squares sequences from ARCH(1) |
scientific article; zbMATH DE number 5608942 |
Statements
29 September 2009
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ARCH
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converges in distribution
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Brownian motion
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almost sure convergence
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mean square convergence
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0.8156417012214661
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0.790919303894043
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0.7687057256698608
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0.7643800973892212
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0.7620013356208801
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