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1دورية أكاديمية
المؤلفون: Giraitis, Liudas, Surgailis, Donatas
المصدر: Stochastic processes and their applications, 2002, Vol. 100, iss. 1-2, p. 275-300 ; ISSN 0304-4149
مصطلحات موضوعية: ARCH processes, Bilinear models, Double long memory, Conditional heteroscedasticity, Garch model, Time series, Stationarity, Convergence, Inflation, Moment
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2دورية أكاديمية
المؤلفون: Giraitis, Liudas, Surgailis, Donatas
المصدر: Stochastic processes and their applications, 2002, Vol. 100, iss. 1-2, p. 275-300 ; ISSN 0304-4149
مصطلحات موضوعية: ARCH processes, Bilinear models, Double long memory, Conditional heteroscedasticity, Garch model, Time series, Stationarity, Convergence, Inflation, Moment