Generalized Autoregressive Processes

  • Jan Beran
Chapter

Abstract

Most proofs in this chapter are more involved and are therefore omitted or simplified. For literature and detailed proofs see e.g. Berkes et al. (2003, 2004), Bollerslev (1986), Bougerol and Picard (1992a,b), Brandt (1986), Breiman (1968), Brockwell and Cline (1985), Caines (1988), Furstenberg and Kesten (1960), Giraitis et al. (2000), Hannan and Kanter (1977), Kazakevičius and Leipus (2002), Kingman (1973), Nelson (1990).

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Authors and Affiliations

  • Jan Beran
    • 1
  1. 1.Department of Mathematics and StatisticsUniversity of KonstanzKonstanzGermany

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