Spectral analysis for <i>GARCH</i> processes through a bilinear representation (Q6096159)
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scientific article; zbMATH DE number 7736119
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral analysis for <i>GARCH</i> processes through a bilinear representation |
scientific article; zbMATH DE number 7736119 |
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Spectral analysis for <i>GARCH</i> processes through a bilinear representation (English)
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11 September 2023
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\textit{GARCH} model
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bilinear model
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transfer functions
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spectral density
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bispectral density
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