Tail behaviour of the stationary density of general non-linear autoregressive processes of order 1 (Q5288010): Difference between revisions
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Latest revision as of 22:28, 19 March 2024
scientific article; zbMATH DE number 243355
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail behaviour of the stationary density of general non-linear autoregressive processes of order 1 |
scientific article; zbMATH DE number 243355 |
Statements
Tail behaviour of the stationary density of general non-linear autoregressive processes of order 1 (English)
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30 August 1993
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non-existence of polynomial and exponential moments
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recursive equation
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geometrically ergodic Markov chain
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