Open AccessOn the uniqueness of ARCH processes
Author(s) -
Vytautas Kazakevičius,
Remigijus Leipus
Publication year - 2007
Publication title -
lietuvos matematikos rinkinys
Language(s) - English
Resource type - Journals
eISSN - 2335-898X
pISSN - 0132-2818
DOI - 10.15388/lmr.2007.18181
Subject(s) - arch , uniqueness , calculus (dental) , mathematics , mathematical economics , mathematical analysis , engineering , structural engineering , medicine , orthodontics
In this note we prove the uniqueness of the solution to ARCH equations under conditions, which are weaker than in some earlier results.