The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model.

DOI10.1214/105051604000000189zbMath1094.62114arXivmath/0405297OpenAlexW1986863356MaRDI QIDQ1879899

Serguei Pergamenchtchikov, Claudia Klüppelberg

Publication date: 15 September 2004

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0405297

Mathematics Subject Classification ID

Related Items (31)

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