Stationarity domains for \(\delta\)-power GARCH process with heavy tails (Q2467374)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationarity domains for \(\delta\)-power GARCH process with heavy tails |
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Stationarity domains for \(\delta\)-power GARCH process with heavy tails (English)
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21 January 2008
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power GARCH models
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strict and weak stationarity
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\(\alpha\)-stable distributions
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heavy tails distributions
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