Random Series with Time-Varying Discounting (Q3098924)

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Random Series with Time-Varying Discounting
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    title
    Random Series with Time-Varying Discounting (English)
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    author
    Doncho S. Donchev
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    publication date
    18 November 2011
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    Mathematics Subject Classification ID
    62M10
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    60J10
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    33C90
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    44A15
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    zbMATH DE Number
    5975455
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    zbMATH Keywords
    GARCH(1, 1) and ARCH processes
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    Mellin transform
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    Meyer G-functions
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    stochastic recurrence equations
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