Componentwise different tail solutions for bivariate stochastic recurrence equations with application to ${\rm GARCH}(1,1)$ processes

Autor:	Witold Świątkowski, Muneya Matsui, Ewa Damek
Rok vydání:	2019
Předmět:	General Mathematics Autoregressive conditional heteroskedasticity Recurrence equations Applied mathematics Bivariate analysis Mathematics
Zdroj:	Colloquium Mathematicum. 155:227-254
ISSN:	1730-6302 0010-1354
DOI:	10.4064/cm7313a-5-2018
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::7c80abdfe9782d791038f9787ebf537f https://doi.org/10.4064/cm7313a-5-2018 Zobrazit plný text záznamu