Mildly explosive autoregression under stationary conditional heteroskedasticity (Q4556516)
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scientific article; zbMATH DE number 6980381
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| English | Mildly explosive autoregression under stationary conditional heteroskedasticity |
scientific article; zbMATH DE number 6980381 |
Statements
Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity (English)
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16 November 2018
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central limit theory
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explosive autoregression
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long memory
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conditional heteroskedasticity
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GARCH
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mixingale
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Cauchy distribution
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0.9042879939079284
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0.8976889848709106
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0.8374074697494507
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0.8114514350891113
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