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Nearly nonstationary processes under infinite variance GARCH noises - MaRDI portal

Nearly nonstationary processes under infinite variance GARCH noises (Q2160010)

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Nearly nonstationary processes under infinite variance GARCH noises
scientific article

    Statements

    title
    Nearly nonstationary processes under infinite variance GARCH noises (English)
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    author
    Qi Meng Liu
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    Jian-hua Shi
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    Rong Mao Zhang
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    publication date
    2 August 2022
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    zbMATH Keywords
    GARCH noises
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    heavy-tailed
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    stable processes and unit-root
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    cites work
    Q5325806
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    Q3057785
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    Quadratic ARCH Models
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    Q5445942
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62E20
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    60F17
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    zbMATH DE Number
    7566334
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    OpenAlex ID
    W4283018128
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