Tail index of asymptotically homogeneous Markov chains (Q392704): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10986-010-9093-1
+Normal rank
@@ Property / OpenAlex ID @@
+W2068533507
@@ Property / OpenAlex ID: W2068533507 / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theorems for semi-Markov processes and renewal theory for Markov chains
+Normal rank
@@ Property / cites work @@
+Implicit renewal theory and tails of solutions of random equations
+Normal rank
@@ Property / cites work @@
+Asymptotically homogeneous iterated random functions with applications to the HARCH process
+Normal rank
@@ Property / cites work @@
+The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors
+Normal rank
@@ Property / cites work @@
+Markov chains and stochastic stability
@@ Property / cites work: Markov chains and stochastic stability / rank @@
+Normal rank