SCOPUS 정보 검색 플랫폼

Volumn 77, Issue 13, 2007, Pages 1418-1427

Stationarity domains for δ-power Garch process with heavy tails

Author keywords

stable distributions; Heavy tails distributions; Power Garch models; Strict and weak stationarity

Indexed keywords

EID: 34447520626 PISSN: 01677152 EISSN: None Source Type: Journal
DOI: 10.1016/j.spl.2007.02.012 Document Type: Article

Times cited : (3)

References (9)

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- Birkhäuser, Boston Available at the web site: 〈http://academic2.american.edu/∼jpnolan/stable/chap1.pdf〉
- Nolan J.P. Stable Distributions-Models for Heavy Tailed Data (2006), Birkhäuser, Boston. http://academic2.american.edu/jpnolan/stable/chap1.pdf Available at the web site: 〈http://academic2.american.edu/∼jpnolan/stable/chap1.pdf〉
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.