Pages that link to "Item:Q1879899"
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The following pages link to The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model. (Q1879899):
Displaying 31 items.
- Geometric ergodicity for classes of homogeneous Markov chains (Q404128) (← links)
- On parameter estimation of partly observed bilinear discrete-time stochastic systems (Q427490) (← links)
- Second order properties of distribution tails and estimation of tail exponents in random difference equations (Q626302) (← links)
- Multivariate linear recursions with Markov-dependent coefficients (Q631617) (← links)
- Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems (Q655316) (← links)
- Tail-homogeneity of stationary measures for some multidimensional stochastic recursions (Q842384) (← links)
- On Kesten's counterexample to the Cramér-Wold device for regular variation (Q850734) (← links)
- Extremal behaviour of models with multivariate random recurrence representation (Q875906) (← links)
- Regular variation of order 1 nonlinear AR-ARCH models (Q886112) (← links)
- Multivariate Markov-switching ARMA processes with regularly varying noise (Q928854) (← links)
- Renewal theory for functionals of a Markov chain with compact state space. (Q1433900) (← links)
- Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data (Q1744230) (← links)
- Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices (Q1949212) (← links)
- Estimating the generalized autoregression model parameters for unknown noise distribution (Q1956883) (← links)
- Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis (Q2008231) (← links)
- Minimax and pointwise sequential changepoint detection and identification for general stochastic models (Q2140860) (← links)
- Two-sided bounds for \(L_p\)-norms of combinations of products of independent random variables (Q2258839) (← links)
- On invariant measures of stochastic recursions in a critical case (Q2467603) (← links)
- Extremes of a class of deterministic sub-sampled processes with applications to stochastic difference equations (Q2485834) (← links)
- Tail indices for \(AX+B\) recursion with triangular matrices (Q2664524) (← links)
- Tail behaviour of stationary solutions of random difference equations: the case of regular matrices (Q2902284) (← links)
- On the Kesten–Goldie constant (Q2964238) (← links)
- On an independent and identically distributed mixture bilinear time-series model (Q3077682) (← links)
- EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS (Q3081463) (← links)
- Evaluating the Lyapounov Exponent and Existence of Moments for Threshold AR-ARCH Models (Q3505317) (← links)
- ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY (Q3551016) (← links)
- Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models (Q3590747) (← links)
- Random coefficient autoregressive processes and the PUCK model with fluctuating potential (Q5006887) (← links)
- Markov tail chains (Q5176525) (← links)
- Affine stochastic equation with triangular matrices (Q5243411) (← links)
- Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients (Q5921699) (← links)
