Relative stability in strictly stationary random sequences |
| |
Authors: | Zbigniew S. Szewczak |
| |
Affiliation: | Nicolaus Copernicus University, Faculty of Mathematics and Computer Science, ul. Chopina 12/18, 87-100 Toruń, Poland |
| |
Abstract: | Relative stability results for weakly dependent and strongly mixing strictly stationary sequences are established. As a consequence, some infinite memory models, including ARCH(1) processes, are relatively stable. |
| |
Keywords: | |
本文献已被 ScienceDirect 等数据库收录! |
|