Stochastic Models with Power-Law Tails (Q2792598): Difference between revisions

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Latest revision as of 18:22, 19 March 2024

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Stochastic Models with Power-Law Tails
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    Stochastic Models with Power-Law Tails (English)
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    11 March 2016
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    stochastic recurrence equation \(\mathbf{X}_t=\mathbf{A}_t \mathbf{X}_{t-1}+\mathbf{B}_t\)
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    power-law tails
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