The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors

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Publication:1872440

DOI10.1214/aoap/1015345401zbMath1010.62083OpenAlexW1974159558MaRDI QIDQ1872440

Milan Borkovec, Claudia Klüppelberg

Publication date: 6 May 2003

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1015345401




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