- Title:
Extremal behavior of the autoregressive processwith ARCH(1) errors
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Borkovec, M.
- Journal title:
- Stochastic Processes and their Applications
- Year:
- 2000
- Journal volume:
- 85
- Pages contribution:
- 189-207
- Reviewed:
- ja
- Language:
- en
- Fulltext / DOI:
- doi:10.1016/S0304-4149(99)00073-3
- WWW:
- Stochastic Processes and their Applications
- Status:
- Preprint / submitted
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
- BibTeX