A note on limit theory for mildly stationary autoregression with a heavy-tailed GARCH error process (Q2322647)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on limit theory for mildly stationary autoregression with a heavy-tailed GARCH error process |
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A note on limit theory for mildly stationary autoregression with a heavy-tailed GARCH error process (English)
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5 September 2019
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autoregression
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heavy-tailed GARCH process
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least squared estimator
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limit theory
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