Regular variation of order 1 nonlinear AR-ARCH models-Reference-Cited by-同舟云学术

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Regular variation of order 1 nonlinear AR-ARCH models

Published:2007-07 Issue:7 Volume:117 Page:840-861
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Cline Daren B.H.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference30 articles.

1. O-regularly varying functions;Aljančić;Publications de l’Institut Mathématique, Belgrade (nouvelle série),1977

2. Real Analysis and Probability;Ash,1972

3. Regular variation of GARCH processes;Basrak;Stochastic Process Appl.,2002

4. Regular Variation;Bingham,1987

5. Extremal behavior of the autoregressive process with ARCH(1) errors;Borkovec;Stochastic Process Appl.,2000

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3. The tail empirical process of regularly varying functions of geometrically ergodic Markov chains;Stochastic Processes and their Applications;2019-11

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