Random Series with Time-Varying Discounting (Q3098924): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/03610926.2011.562772 / rank
 
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Property / cites work: The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients / rank
 
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Property / cites work: On a stochastic difference equation and a representation of non–negative infinitely divisible random variables / rank
 
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Property / cites work: Q3930360 / rank
 
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Property / cites work: Q3744481 / rank
 
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Latest revision as of 16:35, 4 July 2024

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Random Series with Time-Varying Discounting
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    Random Series with Time-Varying Discounting (English)
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    18 November 2011
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    GARCH(1, 1) and ARCH processes
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    Mellin transform
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    Meyer G-functions
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    stochastic recurrence equations
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