On the existence of some ARCH($\infty$) processes

2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/214413A new sufficient condition for the existence of a stationary causal solution of an ARCH($\infty$) equation is provided. This condition allows to consider polynomially decaying coefficients, so that it can be applied to the so-called FIGARCH processes, whose existence is thus proved.Statistics TheoryProbability60G10 62M10On the existence of some ARCH($\infty$) processestext