@第{zbMATH05945304条，作者={Fryzlewicz，Piotr and Rao，Suhasini Subba}，标题={{ARCH}与时变{ARCHneneneep过程的混合性质}，FJournal={伯努利}，日志={伯努利}，ISSN={1350-7265}，体积={17}，数字={1}，页码={320--346}，年份={2011}，语言={英语}，DOI={10.3150/10-BEJ270}，关键词={62M10}，zbMATH＝{5945304}，Zbl={1284.62550}}