On Kesten's counterexample to the Cramér-Wold device for regular variation (Q850734): Difference between revisions

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+A characterization of multivariate regular variation.
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+Regular variation of GARCH processes.
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+Q4726487
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+The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors
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+Limit theory for bilinear processes with heavy-tailed noise
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+Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes
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+Implicit renewal theory and tails of solutions of random equations
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+Q4515165
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+Approximating some Volterra type stochastic integrals with applications to parameter estimation.
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+Random difference equations and renewal theory for products of random matrices
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+The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model.
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+Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations
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