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
conditional densities2-mixingabsolutely regular (\(\beta \)-mixing) \(\text{ARCH}(\infty )\)strong mixing (\(\alpha \)-mixing)time-varying ARCH
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