Mixing properties of ARCH and time-varying ARCH processes

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Publication:637105

DOI10.3150/10-BEJ270zbMath1284.62550arXiv1102.2053MaRDI QIDQ637105

Suhasini Subba Rao, Piotr Fryzlewicz

Publication date: 2 September 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.2053



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