Pages that link to "Item:Q2731153"
From MaRDI portal
The following pages link to The stochastic equation \(Y_{t+1}= A_t Y_t+ B_t\) with non-stationary coefficients (Q2731153):
Displaying 14 items.
- Equilibria in financial markets with heterogeneous agents: a probabilistic perspective (Q556406) (← links)
- Investments in random environments (Q1672930) (← links)
- Stochastic stability of monotone economies in regenerative environments (Q1693197) (← links)
- Asymptotic behavior for Markovian iterated function systems (Q2029769) (← links)
- A multiplicative version of the Lindley recursion (Q2052794) (← links)
- QMLE for periodic time-varying asymmetric log GARCH models (Q2231570) (← links)
- A stochastic-difference-equation model for hedge-fund returns (Q2786276) (← links)
- Stochastic Models with Power-Law Tails (Q2792598) (← links)
- Stability of linear stochastic difference equations in strategically controlled random environments (Q4454108) (← links)
- On an autoregressive process driven by a sequence of Gaussian cylindrical random variables (Q4957785) (← links)
- <i>QMLE</i> of periodic time-varying bilinear– <i>GARCH</i> models (Q5866068) (← 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)
- On a modified version of the Lindley recursion (Q6195494) (← links)
