Regular variation of order 1 nonlinear AR-ARCH models (Q886112)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Regular variation of order 1 nonlinear AR-ARCH models |
scientific article |
Statements
Regular variation of order 1 nonlinear AR-ARCH models (English)
0 references
26 June 2007
0 references
ARCH
0 references
ergodicity
0 references
regular variation
0 references
stationary distribution
0 references
stochastic recursion
0 references
0 references
0 references
0 references
0 references
0 references
0 references