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

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+https://doi.org/10.1016/j.jeconom.2004.09.010
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+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
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+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
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+On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
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+Are there speculative bubbles in stock markets? Evidence from an alternative approach
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+Publication:265118