On the uniqueness of ARCH processes
In this note we prove the uniqueness of the solution to ARCH equations under conditions, which are weaker than in some earlier results.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2007-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/LMR/article/view/18181 |