Tail indices for $AX+B$ recursion with triangular matrices (Q2664524): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3045828524
@@ Property / OpenAlex ID: W3045828524 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.09678
@@ Property / arXiv ID: 1808.09678 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail behaviour of stationary solutions of random difference equations: the case of regular matrices
+Normal rank
@@ Property / cites work @@
+Matrix norms and their applications. Transl. from the Russian by A. Iacob
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Strict stationarity of generalized autoregressive processes
+Normal rank
@@ 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
+Normal rank
@@ Property / cites work @@
+Regular behavior at infinity of stationary measures of stochastic recursion on NA groups
+Normal rank
@@ Property / cites work @@
+Tail-homogeneity of stationary measures for some multidimensional stochastic recursions
+Normal rank
@@ Property / cites work @@
+Stochastic Models with Power-Law Tails
@@ Property / cites work: Stochastic Models with Power-Law Tails / rank @@
+Normal rank
@@ Property / cites work @@
+Componentwise different tail solutions for bivariate stochastic recurrence equations with application to ${\rm GARCH}(1,1)$ processes
+Normal rank
@@ Property / cites work @@
+Affine stochastic equation with triangular matrices
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Regular variation and related results for the multivariate GARCH\((p,q)\) model with constant conditional correlations
+Normal rank
@@ Property / cites work @@
+Stability of block-triangular stationary random matrices
+Normal rank
@@ Property / cites work @@
+Implicit renewal theory and tails of solutions of random equations
+Normal rank
@@ Property / cites work @@
+Spectral gap properties for linear random walks and Pareto's asymptotics for affine stochastic recursions
+Normal rank
@@ Property / cites work @@
+Random difference equations and renewal theory for products of random matrices
+Normal rank
@@ Property / cites work @@
+The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model.
+Normal rank
@@ Property / cites work @@
+Ergodic theorems. With a supplement by Antoine Brunel
+Normal rank
@@ Property / cites work @@
+Q5253267
@@ Property / cites work: Q5253267 / rank @@
+Normal rank
@@ Property / cites work @@
+The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process
+Normal rank
@@ Property / cites work @@
+Fractional Moments of Solutions to Stochastic Recurrence Equations
+Normal rank
@@ Property / cites work @@
+On the tail behavior of a class of multivariate conditionally heteroskedastic processes
+Normal rank
@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
+Normal rank
@@ Property / cites work @@
+Heavy-Tail Phenomena
@@ Property / cites work: Heavy-Tail Phenomena / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation in conditionally heteroscedatic time series models.
+Normal rank

Tail indices for \(AX+B\) recursion with triangular matrices (Q2664524): Difference between revisions

Latest revision as of 06:10, 27 July 2024

Statements

Sitelinks

Mathematics(1 entry)