The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model. (Q1879899): Difference between revisions

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+Claudia Klüppelberg
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+Serguei Pergamenchtchikov
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+W1986863356
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+math/0405297
@@ Property / arXiv ID: math/0405297 / rank @@
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+Regular variation of GARCH processes.
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