Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to \(\mathrm{ARCH}(\infty)\) processes

DOI10.1016/j.camwa.2012.03.079zbMath1268.39014arXiv1202.5573MaRDI QIDQ356154

John A. D. Appleby, John A. Daniels

Publication date: 25 July 2013

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.5573

zbMATH Keywords

periodic solution; difference equation; admissibility; Volterra equation; \(\mathrm{ARCH}(\infty)\) process; auto-covariance function

Mathematics Subject Classification ID

45D05: Volterra integral equations

39A30: Stability theory for difference equations

Related Items

Long run behaviour of the autocovariance function of ARCH(\(\infty\)) models

Cites Work

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