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HARCH sekų stacionarumo tyrimas / Investigation of stationarity of harch sequences

Darbe pateiktos alternatyvios ARCH(2) stacionarumo sąlygos, analogiškos egzistuojančioms. Taip pat suformuluotos hipotetinės HARCH(2) proceso stacionarumo sąlygos. / There are given alternative conditions of stationarity of ARCH(2) process similar to the existing ones. Also hypothetical conditions of stationarity of HARCH(2) are stated.

Identiferoai:union.ndltd.org:LABT_ETD/oai:elaba.lt:LT-eLABa-0001:E.02~2005~D_20140702_193338-92232
Date02 July 2014
CreatorsSkorniakov, Viktor
ContributorsKazakevičius, Vytautas, Vilnius University
PublisherLithuanian Academic Libraries Network (LABT), Vilnius University
Source SetsLithuanian ETD submission system
LanguageLithuanian
Detected LanguageEnglish
TypeMaster thesis
Formatapplication/pdf
Sourcehttp://vddb.library.lt/obj/LT-eLABa-0001:E.02~2005~D_20140702_193338-92232
RightsUnrestricted

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