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by Milan Borkovec, Fi X
http://www-m1.mathematik.tu-muenchen.de/m4/Papers/Borkovec/tail000606.ps
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Abstract:

The tail of the stationary distribution of an autoregressive process with ARCH(1) errors

Citations

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4 On the Harris recurrence of iterated random Lipschitz functions and related convergence rate results – Alsmeyer - 2003
4 2000a) Extremal behavior of the autoregressive process with ARCH(1) errors – Borkovec - 2000
4 Asymptotic behavior of the sample autocovariance and auto correlation function of the AR(1) process with ARCH(1 – Borkovec - 2001