Pages that link to "Item:Q758004"

The following pages link to Implicit renewal theory and tails of solutions of random equations (Q758004):

Displaying 45 items.

• Sequential common change detection, isolation, and estimation in multiple poisson processes (Q5089389) (← links)
• Regularly log-periodic functions and some applications (Q5122744) (← links)
• Markov tail chains (Q5176525) (← links)
• Existence and uniqueness of a stationary and ergodic solution to stochastic recurrence equations via Matkowski’s FPT (Q5193456) (← links)
• The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process (Q5197406) (← links)
• Importance sampling of heavy-tailed iterated random functions (Q5215026) (← links)
• On perpetuities with light tails (Q5215037) (← links)
• Affine stochastic equation with triangular matrices (Q5243411) (← links)
• Quasistochastic matrices and Markov renewal theory (Q5245636) (← links)
• On spectral properties of a family of transfer operators and convergence to stable laws for affine random walks (Q5387240) (← links)
• A Family of Markov‐Switching Garch Processes (Q5397964) (← links)
• Fractional Moments of Solutions to Stochastic Recurrence Equations (Q5407021) (← links)
• Convergence Rates in the Implicit Renewal Theorem on Trees (Q5407029) (← links)
• Tail Asymptotics of the Supremum of a Regenerative Process (Q5443736) (← links)
• Limit Theorems for Moving Averages with Random Coefficients and Heavy-Tailed Noise (Q5489003) (← links)
• Extreme Value Theory as a Risk Management Tool (Q5718354) (← links)
• Linear stochastic equations in the critical case (Q5746472) (← links)
• Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors (Q5860900) (← links)
• Size distributions reconsidered (Q5860954) (← links)
• An application of risk theory to mortgage lending (Q5865323) (← links)
• Matrix Kesten recursion, inverse-Wishart ensemble and fermions in a Morse potential (Q5874113) (← links)
• Tail of a linear diffusion with Markov switching (Q5916118) (← links)
• Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients (Q5916119) (← links)
• Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients (Q5921699) (← links)
• The Kalman-Lévy filter (Q5942848) (← links)
• From rational bubbles to crashes (Q5947864) (← links)
• Tail of a linear diffusion with Markov switching (Q5970344) (← links)
• Ruin probabilities for a Sparre Andersen model with investments: the case of annuity payments (Q6074006) (← links)
• Approximations for the distribution of perpetuities with small discount rates (Q6079113) (← links)
• Active particle in a harmonic trap driven by a resetting noise: an approach via Kesten variables (Q6086628) (← links)
• Asymptotically linear iterated function systems on the real line (Q6103966) (← links)
• Sample-path large deviations for a class of heavy-tailed Markov-additive processes (Q6126988) (← links)
• Stick-breaking processes, clumping, and Markov chain occupation laws (Q6133714) (← links)
• Rank test of unit‐root hypothesis with AR‐GARCH errors (Q6134626) (← links)
• Asymptotic independence <i>ex machina</i>: Extreme value theory for the diagonal SRE model (Q6134628) (← links)
• Implicit renewal theory for exponential functionals of Lévy processes (Q6171652) (← links)
• Some variations on the extremal index (Q6174430) (← links)
• Stationary probability measures on projective spaces 1: block-Lyapunov dominated systems (Q6198265) (← links)
• Conditional functional limit theorem for a random recurrence sequence conditioned on a large deviation event (Q6496904) (← links)
• On the balanced pantograph equation of mixed type (Q6539977) (← links)
• Robust inference in AR-G/GARCH models under model uncertainty (Q6546439) (← links)
• Matsumoto-Yor and Dufresne type theorems for a random walk on positive definite matrices (Q6596221) (← links)
• On ruin probabilities in a Sparre Andersen type model in the presence of risky investments and random switching (Q6630461) (← links)
• Multitype self-similar growth-fragmentation processes (Q6634796) (← links)
• Precise large deviations for the total population of heavy-tailed subcritical branching processes with immigration (Q6642871) (← links)