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: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2007-12-01
|
| Series: | Lietuvos Matematikos Rinkinys |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/LMR/article/view/18181 |
| _version_ | 1818765037610729472 |
|---|---|
| author | Vytautas Kazakevičius Remigijus Leipus |
| author_facet | Vytautas Kazakevičius Remigijus Leipus |
| author_sort | Vytautas Kazakevičius |
| collection | DOAJ |
| description | In this note we prove the uniqueness of the solution to ARCH equations under conditions, which are weaker than in some earlier results. |
| first_indexed | 2024-12-18T08:11:43Z |
| format | Article |
| id | doaj.art-adb85a20b99f4791be650cba28759a83 |
| institution | Directory Open Access Journal |
| issn | 0132-2818 2335-898X |
| language | English |
| last_indexed | 2024-12-18T08:11:43Z |
| publishDate | 2007-12-01 |
| publisher | Vilnius University Press |
| record_format | Article |
| series | Lietuvos Matematikos Rinkinys |
| spelling | doaj.art-adb85a20b99f4791be650cba28759a832022-12-21T21:14:53ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X2007-12-0147spec.10.15388/LMR.2007.18181On the uniqueness of ARCH processesVytautas Kazakevičius0Remigijus Leipus1Vilnius UniversityVilnius University, Institute of Mathematics and InformaticsIn this note we prove the uniqueness of the solution to ARCH equations under conditions, which are weaker than in some earlier results.https://www.journals.vu.lt/LMR/article/view/18181ARCH processstrictly stationary solution |
| spellingShingle | Vytautas Kazakevičius Remigijus Leipus On the uniqueness of ARCH processes Lietuvos Matematikos Rinkinys ARCH process strictly stationary solution |
| title | On the uniqueness of ARCH processes |
| title_full | On the uniqueness of ARCH processes |
| title_fullStr | On the uniqueness of ARCH processes |
| title_full_unstemmed | On the uniqueness of ARCH processes |
| title_short | On the uniqueness of ARCH processes |
| title_sort | on the uniqueness of arch processes |
| topic | ARCH process strictly stationary solution |
| url | https://www.journals.vu.lt/LMR/article/view/18181 |
| work_keys_str_mv | AT vytautaskazakevicius ontheuniquenessofarchprocesses AT remigijusleipus ontheuniquenessofarchprocesses |