Usage of processes with continuous time in the study of stochastic recurrent sequences

DOI10.3103/S0027132210060033zbMath1304.60066MaRDI QIDQ2513175

Anna A. Goldaeva

Publication date: 2 February 2015

Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (2)

Bounds for the extremal index of stochastic recurrent sequences ⋮ Uniform estimator of the extremal index of stochastic recurrent sequences

Cites Work

• A multivariate and asymmetric generalization of Laplace distribution
• Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes
• Extremal behavior of recurrent random sequences
• On a stochastic difference equation and a representation of non–negative infinitely divisible random variables

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