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

Keyphrases

• Autoregressive Process 100%
• Stationary Distribution 100%
• Random Variables 33%
• Proof Techniques 33%
• Pareto 33%
• Tail Index 33%
• Stochastic Difference Equations 33%
• Tauberian Theorems 33%

Mathematics

• Autoregressive Model 100%
• Difference Equation 50%
• Iid Random Variable 50%
• Tauberian Theorem 50%
• Tail Index 50%
• Stochastics 50%