Tail behaviour of the stationary density of general non-linear autoregressive processes of order 1
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Publication:5288010
DOI10.2307/3214841zbMath0777.60062OpenAlexW2045680885MaRDI QIDQ5288010
Dominique Guégan, Jean Diebolt
Publication date: 30 August 1993
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214841
recursive equationgeometrically ergodic Markov chainnon-existence of polynomial and exponential moments
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Discrete-time Markov processes on general state spaces (60J05)
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