搜索结果: 1-2 共查到“经济统计学 ARCH”相关记录2条 . 查询时间(0.078 秒)
A Functional Version of the ARCH Model
ARCH financial data functional time series high-frequency data weak-dependence
2011/6/16
Improvements in data acquisition and processing techniques have lead to an almost continuous
flow of information for financial data. High resolution tick data are available and can be quite convenien...
Mixing properties of ARCH and time-varying ARCH processes
2-mixing absolutely regular (β-mixing) ARCH(∞) conditional densities strong mixing (α-mixing) time-varying ARCH
2011/3/21
There exist very few results on mixing for non-stationary processes. However, mixing is often required in statistical inference for non-stationary processes such as time-varying ARCH (tvARCH) models. ...