Author:
Mikosch Thomas,Wintenberger Olivier
Publisher
Springer Nature Switzerland
Reference18 articles.
1. Basrak, B., Segers, J.: Regularly varying multivariate time series. Stoch. Proc. Appl. 119, 1055–1080 (2009)
2. Basrak, B., Davis, R.A., Mikosch, T.: Regular variation of GARCH processes. Stoch. Proc. Appl. 99, 95–116 (2002)
3. Billingsley, P.: Probability and Measure. Anniversary Edition. Wiley, Hoboken (NJ) (2012)
4. Bollerslev, T.: Generalized autoregressive conditional heteroskedasticity. J. Econ. 31, 307–327 (1986)
5. Buraczewski, D., Damek, E., Mikosch, T.: Stochastic Models with Power-Laws. The Equation $$X=AX+B$$. Springer, New York (2016)