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Document type:
Zeitschriftenaufsatz 
Author(s):
Borkovec, M., Klüppelberg, C. 
Title:
The tail of the stationary distribution of an autoregressive process with ARCH(1) errors. 
Journal title:
Ann. Applied Probab 
Year:
2001 
Journal volume:
11 
Journal issue:
Pages contribution:
1220-1241 
Language:
en 
Status:
Verlagsversion / published 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text