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- W3019873387 abstract "We consider a class of perpetuities which admit direct characterization of asymptotics of the key truncated moment. The class contains perpetuities without polynomial decay of tail probabilities and thus not satisfying Kesten's theorem. We show how to apply this result in deriving a new weak law of large numbers for solutions to stochastic recurrence equations and a new central limit theorem for GARCH(1,1) processes in the critical case." @default.
- W3019873387 created "2020-05-01" @default.
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- W3019873387 date "2020-04-26" @default.
- W3019873387 modified "2023-09-27" @default.
- W3019873387 title "Truncated moments of perpetuities and a new central limit theorem for GARCH processes without Kesten's regularity" @default.
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