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~subject:"Discrete ARMA processes"
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Discrete ARMA processes
weak stationarity
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GARCH(p
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Weak stationarity
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conditional heteroscedasticity
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econometrics of high-frequency financial data
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q)
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Measuring serial dependence in categorical time series
Weiß, Christian
;
Göb, Rainer
- In:
AStA Advances in Statistical Analysis
92
(
2008
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10005598108
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