Tail indices for \(AX+B\) recursion with triangular matrices (Q2664524)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail indices for \(AX+B\) recursion with triangular matrices |
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Tail indices for \(AX+B\) recursion with triangular matrices (English)
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17 November 2021
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stochastic recurrence equation
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Kesten's theorem
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regular variation
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multivariate GARCH(1, 1) processes
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triangular matrices
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