Regular variation of order 1 nonlinear AR-ARCH models (Q886112)
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scientific article; zbMATH DE number 5167457
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regular variation of order 1 nonlinear AR-ARCH models |
scientific article; zbMATH DE number 5167457 |
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Regular variation of order 1 nonlinear AR-ARCH models (English)
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26 June 2007
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ARCH
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ergodicity
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regular variation
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stationary distribution
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stochastic recursion
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