Fractional Moments of Solutions to Stochastic Recurrence Equations (Q5407021): Difference between revisions

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Latest revision as of 13:16, 7 July 2024

scientific article; zbMATH DE number 6279822
Language Label Description Also known as
English
Fractional Moments of Solutions to Stochastic Recurrence Equations
scientific article; zbMATH DE number 6279822

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    Fractional Moments of Solutions to Stochastic Recurrence Equations (English)
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    4 April 2014
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    moment
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    stochastic recurrence equation
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    GARCH
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    Erlang distribution
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    numerical approximation
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