Title HARCH sekų stacionarumo tyrimas /
Translation of Title Investigation of stationarity of harch sequences.
Authors Skorniakov, Viktor
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Pages 10
Abstract [eng] There are given alternative conditions of stationarity of ARCH(2) process similar to the existing ones. Also hypothetical conditions of stationarity of HARCH(2) are stated.
Type Master thesis
Language Lithuanian
Publication date 2014