Pages that link to "Item:Q1868453"
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The following pages link to On the Harris recurrence of iterated random Lipschitz functions and related convergence rate results (Q1868453):
Displaying 19 items.
- Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
- Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps (Q662826) (← links)
- On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
- A multiplicative ergodic theorem for Lipschitz maps (Q1262610) (← links)
- Large excursions and conditioned laws for recursive sequences generated by random matrices (Q1660628) (← links)
- Limit theorems for iterated random functions by regenerative methods. (Q1766012) (← links)
- Asymptotic operating characteristics of an optimal change point detection in hidden Markov models (Q1766136) (← links)
- A contractivity condition for iterated function systems (Q1866058) (← links)
- The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors (Q1872440) (← links)
- The tail empirical process of regularly varying functions of geometrically ergodic Markov chains (Q2010476) (← links)
- Cluster based inference for extremes of time series (Q2239252) (← links)
- Tail estimates for stochastic fixed point equations via nonlinear renewal theory (Q2447717) (← links)
- Identification of seasonal effects in impulse responses using score-driven multivariate location models (Q2661317) (← links)
- Continuous invertibility and stable QML estimation of the EGARCH(1,1) model (Q2868871) (← links)
- The Nagaev-Guivarc’h method via the Keller-Liverani theorem (Q3056515) (← links)
- On stationarity and ergodicity of the bilinear model with applications to GARCH models (Q3077644) (← links)
- On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model (Q5111848) (← links)
- Robustness of iterated function systems of Lipschitz maps (Q6171942) (← links)
- Annealed quantitative estimates for the quadratic 2D-discrete random matching problem (Q6617190) (← links)
