Fractional Moments of Solutions to Stochastic Recurrence Equations (Q5407021)
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scientific article; zbMATH DE number 6279822
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Moments of Solutions to Stochastic Recurrence Equations |
scientific article; zbMATH DE number 6279822 |
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Fractional Moments of Solutions to Stochastic Recurrence Equations (English)
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4 April 2014
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moment
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stochastic recurrence equation
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GARCH
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Erlang distribution
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numerical approximation
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