Wang, Dehui; Song, Lixin; Shi, Ningzhong - 2004
In this paper, we study a stationary ARCH(q) model with parameters x(0),x(1), x(2), . . ., x(q). It is known that the model requires all parameters to be non-negative, but sometimes the usual algorithm based on Newton-Raphson's method leads us to obtain some negative solutions. So this study...