Regular variation of order 1 nonlinear AR-ARCH models (Q886112)

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Regular variation of order 1 nonlinear AR-ARCH models
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    title
    Regular variation of order 1 nonlinear AR-ARCH models (English)
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    author
    Daren B. H. Cline
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    publication date
    26 June 2007
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    Mathematics Subject Classification ID
    60G10
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    60J05
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    60G70
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    62M10
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    91B84
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    zbMATH DE Number
    5167457
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    zbMATH Keywords
    ARCH
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    ergodicity
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    regular variation
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    stationary distribution
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    stochastic recursion
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