A LARCH(∞) Vector Valued Process (Q3416893)
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scientific article; zbMATH DE number 5082996
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A LARCH(∞) Vector Valued Process |
scientific article; zbMATH DE number 5082996 |
Statements
A LARCH(∞) Vector Valued Process (English)
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9 January 2007
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\(\text{ARCH}(\infty)\) processes
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\(\text{LARCH}(\infty)\) processes
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vector processes
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Volterra expansions
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weak dependence
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0.7539055347442627
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0.7398257851600647
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0.7340009212493896
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0.732064962387085
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