On tail behavior of nonlinear autoregressive functional conditional heteroscedastic model with heavy-tailed innovations (Q882961)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On tail behavior of nonlinear autoregressive functional conditional heteroscedastic model with heavy-tailed innovations |
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On tail behavior of nonlinear autoregressive functional conditional heteroscedastic model with heavy-tailed innovations (English)
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29 May 2007
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tail probability
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nonlinear AR model
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heavy-tailed distributions
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