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Moving average conditional heteroskedastic processes

✍ Scribed by Minxian Yang; Ronald Bewley

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Conditional simulation for moving averag

✍ R. SETTIMI; P. G. BLACKWELL 📂 Article 📅 1998 🏛 Springer US 🌐 English ⚖ 192 KB

Moving average processes and maximum ent

✍ Politis, D.N. 📂 Article 📅 1992 🏛 IEEE 🌐 English ⚖ 459 KB

Complete convergence of moving average p

✍ Deli Li; M. Bhaskara Rao; Xiangchen Wang 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 241 KB

Large deviations for moving average proc

✍ Tiefeng Jiang; M.Bhaskara Rao; Xiangchen Wang 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 473 KB

Maximum Autocorrelations for Moving Aver

✍ N. Davies, M. B. Pate and M. G. Frost 📂 Article 📅 1974 🏛 Oxford University Press 🌐 English ⚖ 239 KB

On the convergence of moving average pro

✍ Jong-Il Baek; Tae-Sung Kim; Han-Ying Liang 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 159 KB