On the growth rate of superadditive processes and the stability of functional GARCH models

Baye Matar Kandji

Year of publication:	[2023]
Authors:	Kandji, Baye Matar
Publisher:	Palaiseau, France : Center for Research in Economics and Statistics
Subject:	Ergodic theorem Contraction property \| functional Garch \| Lyapunov exponent \| Stochastic Recurrence Equation \| Strict stationarity \| Subadditive sequence \| ARCH-Modell \| ARCH model \| Stochastischer Prozess \| Stochastic process \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory

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