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- W1991004029 abstract "The stationary stochastic difference equation X t = Y t X t –1 + W t is analyzed with emphasis on conditions ensuring that || X t || p <∞. Some general results are obtained and then applied to different classes of input processes {( Y t , W t )}. Especially both necessary and sufficient conditions are given in the Gaussian case. We also obtain results concerning moments of products of dependent variables." @default.
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- W1991004029 date "1990-03-01" @default.
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- W1991004029 title "Existence of moments in a stationary stochastic difference equation" @default.
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- W1991004029 doi "https://doi.org/10.2307/1427601" @default.
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