scientific article; zbMATH DE number 5368557

MaRDI QIDQ3539595zbMATH OpenFDO

Authors Alexander Aue, Lajos Horváth, István Berkes

Publication date 19 November 2008

zbMATH Keywords

Borel measurable functionsstationary solutionsstochastic recurrence equation

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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Cited in

(2)

• Existence and uniqueness of a stationary and ergodic solution to stochastic recurrence equations via Matkowski's FPT
• Fractional moments of solutions to stochastic recurrence equations

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