Nearly nonstationary processes under infinite variance GARCH noises (Q2160010)
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scientific article; zbMATH DE number 7566334
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| English | Nearly nonstationary processes under infinite variance GARCH noises |
scientific article; zbMATH DE number 7566334 |
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Nearly nonstationary processes under infinite variance GARCH noises (English)
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2 August 2022
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GARCH noises
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heavy-tailed
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stable processes and unit-root
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0.8425865173339844
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0.8247472643852234
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0.820777177810669
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0.8013831973075867
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