Fractional moments of solutions to stochastic recurrence equations

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Standard

Fractional moments of solutions to stochastic recurrence equations. / Mikosch, Thomas Valentin; Matsui, Muneya ; Tafakori, Laleh .

I: Journal of Applied Probability, Bind 50, 2013, s. 969-982.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Mikosch, TV, Matsui, M & Tafakori, L 2013, 'Fractional moments of solutions to stochastic recurrence equations', Journal of Applied Probability, bind 50, s. 969-982.

APA

Mikosch, T. V., Matsui, M., & Tafakori, L. (2013). Fractional moments of solutions to stochastic recurrence equations. Journal of Applied Probability, 50, 969-982.

Vancouver

Mikosch TV, Matsui M, Tafakori L. Fractional moments of solutions to stochastic recurrence equations. Journal of Applied Probability. 2013;50: 969-982.

Author

Mikosch, Thomas Valentin ; Matsui, Muneya ; Tafakori, Laleh . / Fractional moments of solutions to stochastic recurrence equations. I: Journal of Applied Probability. 2013 ; Bind 50. s. 969-982.

Bibtex

@article{ecf8e0e4f63a447c88345dc67d8f66fe,
title = "Fractional moments of solutions to stochastic recurrence equations",
author = "Mikosch, {Thomas Valentin} and Muneya Matsui and Laleh Tafakori",
year = "2013",
language = "English",
volume = "50",
pages = " 969--982",
journal = "Journal of Applied Probability",
issn = "0021-9002",
publisher = "Applied Probability Trust",

}

RIS

TY - JOUR

T1 - Fractional moments of solutions to stochastic recurrence equations

AU - Mikosch, Thomas Valentin

AU - Matsui, Muneya

AU - Tafakori, Laleh

PY - 2013

Y1 - 2013

M3 - Journal article

VL - 50

SP - 969

EP - 982

JO - Journal of Applied Probability

JF - Journal of Applied Probability

SN - 0021-9002

ER -

ID: 117153174