A LARCH(∞) Vector Valued Process (Q3416893)

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A LARCH(∞) Vector Valued Process
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    A LARCH(∞) Vector Valued Process (English)
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    9 January 2007
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    \(\text{ARCH}(\infty)\) processes
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    \(\text{LARCH}(\infty)\) processes
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    vector processes
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    Volterra expansions
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    weak dependence
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