STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (Q4954301)
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scientific article; zbMATH DE number 1455827
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| English | STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM |
scientific article; zbMATH DE number 1455827 |
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STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (English)
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23 May 2002
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ARCH models
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stationary solution
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moving average representation
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central limit theorem
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0.8392114639282227
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0.825028657913208
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0.8127471804618835
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0.8013028502464294
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