Stochastic Models with Power-Law Tails (Q2792598)
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scientific article; zbMATH DE number 6554953
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Models with Power-Law Tails |
scientific article; zbMATH DE number 6554953 |
Statements
Stochastic Models with Power-Law Tails (English)
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11 March 2016
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stochastic recurrence equation \(\mathbf{X}_t=\mathbf{A}_t \mathbf{X}_{t-1}+\mathbf{B}_t\)
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power-law tails
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0.85061365
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0.8198493
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0.81984925
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0.8167667
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0.81648976
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0.81456375
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0.81394637
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