Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes
DOI10.1007/BF01259548zbMath0739.62071MaRDI QIDQ1181408
Publication date: 27 June 1992
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Markov chaingeometric ergodicityLeray-Schauder fixed point theoremstochastic difference equationsharp upper boundsfirst-order general autoregressive processmoments for ergodic distributionsnonlinear autoregressive processestails of stationary densitytransition probability operator
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Cites Work
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