Renewal regime switching and stable limit laws (Q265118): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q584812
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2004.09.010 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2126693233 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3906818 / rank
 
Normal rank
Property / cites work
 
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
 
Normal rank
Property / cites work
 
Property / cites work: Q5525727 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generating schemes for long memory processes: regimes, aggregation and linearity / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Invariance Principle for Stationary Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixing Conditions for Markov Chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4410074 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long memory and regime switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5624436 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Memory and infrequent breaks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long memory relationships and the aggregation of dynamic models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4397010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4840212 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics for duration-driven long range dependent processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5624460 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of moments in a stationary stochastic difference equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random coefficient autoregression, regime switching and long memory / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Long-Range Dependence in Regenerative Processes Based on a General ON/OFF Scheme / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long memory and stochastic trend. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling long memory in stock market volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: The supremum of a negative drift random walk with dependent heavy-tailed steps. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Is network traffic approximated by stable Lévy motion or fractional Brownian motion? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed / rank
 
Normal rank
Property / cites work
 
Property / cites work: STATIONARITY OF THE SOLUTION OF X<sub>t</sub>= A<sub>t</sub>X<sub>t-1</sub>+ ε<sub>t</sub>AND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4301585 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5341279 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3736663 / rank
 
Normal rank
Property / cites work
 
Property / cites work: SOME DOUBLY STOCHASTIC TIME SERIES MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3999154 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a stochastic difference equation and a representation of non–negative infinitely divisible random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Are there speculative bubbles in stock markets? Evidence from an alternative approach / rank
 
Normal rank

Latest revision as of 16:39, 11 July 2024

scientific article
Language Label Description Also known as
English
Renewal regime switching and stable limit laws
scientific article

    Statements

    Renewal regime switching and stable limit laws (English)
    0 references
    0 references
    0 references
    0 references
    1 April 2016
    0 references
    regime switching
    0 references
    renewal reward process
    0 references
    stable Lévy process
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references