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- Title:
The tail of the stationary distribution of an autoregressive process with ARCH(1) errors.
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Borkovec, M., Klüppelberg, C.
- Journal title:
- Ann. Applied Probab
- Year:
- 2001
- Journal volume:
- 11
- Journal issue:
- 4
- Pages contribution:
- 1220-1241
- Language:
- en
- WWW:
- http://projecteuclid.org/euclid.aoap/1015345401
- Status:
- Verlagsversion / published
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
BibTeX