Existence of moments in a stationary stochastic difference equation
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Publication:3473895
DOI10.2307/1427601zbMath0697.60040MaRDI QIDQ3473895
Publication date: 1990
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427601
nonlinear time series; strictly stationary process; doubly stochastic process; Gaussian inequalities
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G10: Stationary stochastic processes
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