Fractional moments of solutions to stochastic recurrence equations
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Fractional moments of solutions to stochastic recurrence equations. / Mikosch, Thomas Valentin; Matsui, Muneya ; Tafakori, Laleh .
In: Journal of Applied Probability, Vol. 50, 2013, p. 969-982.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Mikosch, TV, Matsui, M & Tafakori, L 2013, 'Fractional moments of solutions to stochastic recurrence equations', Journal of Applied Probability, vol. 50, pp. 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
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