Recurrence properties of autoregressive processes with super-heavy-tailed innovations (Q4667989)
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scientific article; zbMATH DE number 2158155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recurrence properties of autoregressive processes with super-heavy-tailed innovations |
scientific article; zbMATH DE number 2158155 |
Statements
Recurrence properties of autoregressive processes with super-heavy-tailed innovations (English)
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18 April 2005
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Autoregressive process
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heavy tail
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Markov process
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recurrence
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stochastic stability
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transience
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