On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the tail behavior of a class of multivariate conditionally heteroskedastic processes |
scientific article; zbMATH DE number 6912884
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the tail behavior of a class of multivariate conditionally heteroskedastic processes |
scientific article; zbMATH DE number 6912884 |
Statements
On the tail behavior of a class of multivariate conditionally heteroskedastic processes (English)
0 references
3 August 2018
0 references
stochastic recurrence equations
0 references
Markov processes
0 references
regular variation
0 references
multivariate ARCH
0 references
asymptotic properties
0 references
geometric ergodicity
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8538353443145752
0 references
0.8113933205604553
0 references
0.7918861508369446
0 references
0.7832868099212646
0 references
0.7824747562408447
0 references
