On the existence of some ARCH (∞) processes

Stochastic Processes and their Applications

Volumn 118, Issue 5, 2008, Pages 755-761

  Douc, Randal ^a   Roueff, François ^b   Soulier, Philippe ^c  

^a CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

^b INSTITUT TELECOM   (France)

^c UNIVERSITÉ PARIS NANTERRE   (France)

Author keywords

ARCH processes; Fractionally integrated processes; Long memory

Indexed keywords

NONLINEAR EQUATIONS; NUMERICAL METHODS; PROBLEM SOLVING; STOCHASTIC MODELS;

ARCH PROCESSES; FIGARCH PROCESSES; FRACTIONALLY INTEGRATED PROCESSES; LONG MEMORY;

RANDOM PROCESSES;

EID: 40949093141     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2007.06.002     Document Type: Article

References (9)

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