Abstract: In this paper, a finite-order ARCH-type bilinear model is presented.The strict stationarity and ergodicity of this model are discussed.

 
  • 文章摘要: 給出了一個(gè)ARCH型有限階雙線(xiàn)性模型,討論了這一模型的嚴平穩性及遍歷性。
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