Перегляд за автором "Gutmanis, N."

Сортувати за: Порядок: Результатів:

  • Carkovs, J.; Gutmanis, N. (2007)
    The paper deals with symmetric GARCH(p,q) model. Assuming that there exists defined by this model stationary time series, we have proposed the necessary and sufficient condition for exponential mean square convergence of ...