2025-02-23T18:04:15-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: Query fl=%2A&wt=json&json.nl=arrarr&q=id%3A%22journaliasakpiua-article-127965%22&qt=morelikethis&rows=5
2025-02-23T18:04:15-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: => GET http://localhost:8983/solr/biblio/select?fl=%2A&wt=json&json.nl=arrarr&q=id%3A%22journaliasakpiua-article-127965%22&qt=morelikethis&rows=5
2025-02-23T18:04:15-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: <= 200 OK
2025-02-23T18:04:15-05:00 DEBUG: Deserialized SOLR response

Про збіжність GARCH(p,q)

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 any stochastic recurrent procedure satisfying this model to the above stationar...

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Bibliographic Details
Main Authors: Carkovs, J., Gutmanis, N.
Format: Article
Language:English
Published: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2018
Online Access:http://journal.iasa.kpi.ua/article/view/127965
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