Douc, Randal; Roueff, François; Soulier, Philippe - In: Stochastic Processes and their Applications 118 (2008) 5, pp. 755-761
A new sufficient condition for the existence of a stationary causal solution of an equation is provided. This condition allows us to consider coefficients with power-law decay, so that it can be applied to the so-called FIGARCH processes, whose existence is thus proved.