Existence of moments in a stationary stochastic difference equation
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Publication:3473895
DOI10.2307/1427601zbMath0697.60040OpenAlexW1991004029MaRDI QIDQ3473895
Publication date: 1990
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427601
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)
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