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zbMath1164.60022MaRDI QIDQ3539595

Alexander Aue, Lajos Horváth, István Berkes

Publication date: 19 November 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stationary solutions Borel measurable functions stochastic recurrence equation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Economic time series analysis (91B84)

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