Tail behaviour of the stationary density of general...

Tail behaviour of the stationary density of general non-linear autoregressive processes of order 1

Diebolt, Jean, Guégan, Dominique
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Volume:
30
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.1017/s0021900200117334
Date:
June, 1993
File:
PDF, 1.37 MB
english, 1993
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