Large deviations for solutions to stochastic recurrence equations under Kesten's condition
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Publication:359689
DOI10.1214/12-AOP782zbMath1283.60043arXiv1307.6677OpenAlexW3102893922MaRDI QIDQ359689
Thomas Mikosch, Dariusz Buraczewski, Jacek Zienkiewicz, Ewa Damek
Publication date: 22 August 2013
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.6677
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