Pages that link to "Item:Q4667989"
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The following pages link to Recurrence properties of autoregressive processes with super-heavy-tailed innovations (Q4667989):
Displaying 13 items.
- Perturbing transient random walk in a random environment with cookies of maximal strength (Q372559) (← links)
- Generalizing the Pareto to the log-Pareto model and statistical inference (Q626281) (← links)
- A test procedure for detecting super-heavy tails (Q958775) (← links)
- Recurrence and transience of contractive autoregressive processes and related Markov chains (Q1748931) (← links)
- Persistence of autoregressive sequences with logarithmic tails (Q2105158) (← links)
- Rate of escape of conditioned Brownian motion (Q2119679) (← links)
- On the Distribution of the Nearly Unstable AR(1) Process with Heavy Tails (Q3566395) (← links)
- (Q4578301) (← links)
- Null recurrence and transience of random difference equations in the contractive case (Q4684910) (← links)
- Persistence for a class of order-one autoregressive processes and Mallows-Riordan polynomials (Q6115210) (← links)
- On the exponential max-domain of attraction of the standard log-Fréchet distribution and subexponentiality (Q6167553) (← links)
- Autoregressive model with double Pareto distributed noise (Q6200055) (← links)
- Construction of the tetration distribution based on the continuous iteration of the exponential-minus-one function (Q6578153) (← links)
