Regular variation of order 1 nonlinear AR-ARCH models (Q886112): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spa.2006.10.009 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2001309199 / rank | |||
Normal rank | |||
Revision as of 20:41, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regular variation of order 1 nonlinear AR-ARCH models |
scientific article |
Statements
Regular variation of order 1 nonlinear AR-ARCH models (English)
0 references
26 June 2007
0 references
ARCH
0 references
ergodicity
0 references
regular variation
0 references
stationary distribution
0 references
stochastic recursion
0 references
