Pages that link to "Item:Q5921699"
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The following pages link to Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients (Q5921699):
Displaying 25 items.
- Efficient rare-event simulation for perpetuities (Q449227) (← links)
- Multivariate linear recursions with Markov-dependent coefficients (Q631617) (← links)
- On the multidimensional stochastic equation \(Y_{n+1}=A_{n} Y_{n}+B_{n}\) (Q704266) (← links)
- Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065) (← links)
- Regular variation of order 1 nonlinear AR-ARCH models (Q886112) (← links)
- On the growth rate of a linear stochastic recursion with Markovian dependence (Q887092) (← links)
- The wealth distribution in Bewley economies with capital income risk (Q900439) (← links)
- Multivariate Markov-switching ARMA processes with regularly varying noise (Q928854) (← links)
- Tail behaviour and extremes of two-state Markov-switching autoregressive models (Q945187) (← links)
- Stochastic dominance and thick-tailed wealth distributions (Q1651044) (← links)
- Random linear recursions with dependent coefficients (Q1957152) (← links)
- Emergence of heavy-tailed distributions in a random multiplicative model driven by a Gaussian stochastic process (Q2016548) (← links)
- Slowly varying asymptotics for signed stochastic difference equations (Q2080153) (← links)
- Heavy-tails in Kalman filtering with packet losses (Q2335453) (← links)
- One-dimensional linear recursions with Markov-dependent coefficients (Q2455056) (← links)
- The stochastic equation \(Y_{t+1}= A_t Y_t+ B_t\) with non-stationary coefficients (Q2731153) (← links)
- Stochastic Models with Power-Law Tails (Q2792598) (← links)
- Divergent Perpetuities Modulated by Regime Switches (Q2841131) (← links)
- Tail behaviour of stationary solutions of random difference equations: the case of regular matrices (Q2902284) (← links)
- Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models (Q3590747) (← links)
- Quasistochastic matrices and Markov renewal theory (Q5245636) (← links)
- A Family of Markov‐Switching Garch Processes (Q5397964) (← links)
- Tail of the stationary solution of the stochastic equation \(Y_{n+1}=a_{n} Y_{n}+b_{n}\) with Markovian coefficients (Q5916119) (← links)
- Asymptotically linear iterated function systems on the real line (Q6103966) (← links)
- Wealth inequality in a low rate environment (Q6536801) (← links)
