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# On uniqueness of moving average representations of heavy-tailed stationary processes

## Author

Listed:
• Gouriéroux, Christian
• Zakoian, Jean-Michel

## Abstract

### JEL classification:

• C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
• C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
• C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

### NEP fields

This paper has been announced in the following NEP Reports:

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