Nearly nonstationary processes under infinite variance GARCH noises (Q2160010)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nearly nonstationary processes under infinite variance GARCH noises |
scientific article |
Statements
Nearly nonstationary processes under infinite variance GARCH noises (English)
0 references
2 August 2022
0 references
GARCH noises
0 references
heavy-tailed
0 references
stable processes and unit-root
0 references
0 references
0 references
0 references