Pages that link to "Item:Q2902284"
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The following pages link to Tail behaviour of stationary solutions of random difference equations: the case of regular matrices (Q2902284):
Displaying 20 items.
- Random difference equations with subexponential innovations (Q525896) (← links)
- Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems (Q655316) (← links)
- On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
- Regular variation in the tail behaviour of solutions of random difference equations (Q1327610) (← links)
- Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices (Q1949212) (← links)
- Tails of bivariate stochastic recurrence equation with triangular matrices (Q2145773) (← links)
- Two-sided bounds for \(L_p\)-norms of combinations of products of independent random variables (Q2258839) (← links)
- Stable laws and spectral gap properties for affine random walks (Q2261602) (← links)
- Heavy tailed solutions of multivariate smoothing transforms (Q2444630) (← links)
- Tail indices for \(AX+B\) recursion with triangular matrices (Q2664524) (← links)
- On multidimensional Mandelbrot cascades (Q2938370) (← links)
- On the Kesten–Goldie constant (Q2964238) (← links)
- Moving averages with random coefficients and random coefficient autoregressive models (Q3987848) (← links)
- Componentwise different tail solutions for bivariate stochastic recurrence equations with application to ${\rm GARCH}(1,1)$ processes (Q4614245) (← links)
- CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH (Q5065457) (← links)
- Affine stochastic equation with triangular matrices (Q5243411) (← links)
- Quasistochastic matrices and Markov renewal theory (Q5245636) (← 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)
- Asymptotically linear iterated function systems on the real line (Q6103966) (← links)
