Regular Variation of Infinite Series of Processes with Random Coefficients

DOI10.1080/15326349.2014.935947zbMath1312.60059arXiv1401.8012OpenAlexW2157887595MaRDI QIDQ3191887

Raluca M. Balan

Publication date: 25 September 2014

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.8012

zbMATH Keywords

sample pathsregular variationlinear processesSkorokhod spaceBreiman's lemmastochastic recurrence equation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sample path properties (60G17) Stable stochastic processes (60G52)

Related Items (1)

Tail measures and regular variation

Cites Work

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