Conditions for convergence of random coefficient \(\mathrm{AR}(1)\) processes and perpetuities in higher dimensions
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Publication:2448719
DOI10.3150/13-BEJ513zbMath1296.60073arXiv1403.3280OpenAlexW2123006142MaRDI QIDQ2448719
Publication date: 5 May 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.3280
Related Items (4)
On solutions of the distributional Bellman equation ⋮ Non-standard limits for a family of autoregressive stochastic sequences ⋮ Recurrence and transience of contractive autoregressive processes and related Markov chains ⋮ The dynamics of stochastic mono-molecular reaction systems in stochastic environments
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