Tail probabilities for infinite series of regularly varying random vectors (Q1002553): Difference between revisions

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+math/0702112
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+Regular variation of GARCH processes.
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+Strict stationarity of generalized autoregressive processes
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+Q5525727
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+Modeling teletraffic arrivals by a Poisson cluster process
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+Regular variation in the tail behaviour of solutions of random difference equations
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+Regular variation for measures on metric spaces
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+Random difference equations and renewal theory for products of random matrices
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+Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations
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+Heavy-Tail Phenomena
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+Moving averages with random coefficients and random coefficient autoregressive models
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+Regular variation of the tail of a subordinated probability distribution
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+Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
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