Regular variation of order 1 nonlinear AR-ARCH models
type: Item
instance of: scholarly article
title: Regular variation of order 1 nonlinear AR-ARCH models
zbMATH Open document ID: 1117.60039
author: Daren B. H. Cline
published in: Stochastic Processes and their Applications
publication date: 2007-06-26T00:00:00Z
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60J05
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 5167457
zbMATH Keywords: ARCH
zbMATH Keywords: ergodicity
zbMATH Keywords: regular variation
zbMATH Keywords: stationary distribution
zbMATH Keywords: stochastic recursion
MaRDI profile type: Publication
full work available at URL: j.spa.2006.10.009
OpenAlex ID: W2001309199
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DOI: 10.1016/J.SPA.2006.10.009
description: scientific article; zbMATH DE number 5167457