OpenAlex | Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mstyle mathvariant="normal"><mml:mi>ARCH</mml:mi></mml:mstyle><mml:mrow><mml:mo>(</mml:mo><mml:mi>∞</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math> processes

Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to ARCH(∞) processes

Work

Year: 2012

Type: article

Source: Computers & Mathematics with Applications

Authors John A. D. Appleby, John A. Daniels

Institution Dublin City University

Cites: 12

Cited by: 1

Related to: 10

FWCI: 0.299

Citation percentile (by year/subfield): 50.28

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed