| Title |
On the uniqueness of ARCH processes |
| Translation of Title |
Apie ARCH procesų vienatį. |
| Authors |
Kazakevičius, Vytautas ; Leipus, Remigijus |
| DOI |
10.15388/LMR.2007.18181 |
| Full Text |
|
| Is Part of |
Lietuvos matematikos rinkinys.. Vilnius. 2007, t. 47, spec. nr, p. 53-57.. ISSN 0132-2818 |
| Keywords [eng] |
ARCH process ; Strictly stationary solution |
| Abstract [eng] |
In this note we prove the uniqueness if the solution to ARCH equations under conditions, which are weaker than in some earlier results. |
| Published |
Vilnius |
| Type |
Journal article |
| Language |
English |
| Publication date |
2007 |
| CC license |
|
