Stationary integrated ARCH(\(\infty\)) and AR(\(\infty\)) processes with finite variance (Q4554600)
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scientific article; zbMATH DE number 6975566
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| English | Stationary integrated ARCH(\(\infty\)) and AR(\(\infty\)) processes with finite variance |
scientific article; zbMATH DE number 6975566 |
Statements
STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE (English)
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9 November 2018
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stationary long memory ARCH model
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finite fourth moment
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FIGARCH models
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0.8788157105445862
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0.8672903180122375
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0.843800961971283
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0.838977575302124
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0.8350080847740173
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