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

@@ Property / cites work @@
+Q3906818
@@ Property / cites work: Q3906818 / rank @@
+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 @@
+Q5525727
@@ Property / cites work: Q5525727 / rank @@
+Normal rank
@@ Property / cites work @@
+Generating schemes for long memory processes: regimes, aggregation and linearity
+Normal rank
@@ Property / cites work @@
+The Invariance Principle for Stationary Processes
@@ Property / cites work: The Invariance Principle for Stationary Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Mixing Conditions for Markov Chains
@@ Property / cites work: Mixing Conditions for Markov Chains / rank @@
+Normal rank
@@ Property / cites work @@
+Q4410074
@@ Property / cites work: Q4410074 / rank @@
+Normal rank
@@ Property / cites work @@
+Long memory and regime switching
@@ Property / cites work: Long memory and regime switching / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+Memory and infrequent breaks
@@ Property / cites work: Memory and infrequent breaks / rank @@
+Normal rank
@@ Property / cites work @@
+Long memory relationships and the aggregation of dynamic models
+Normal rank
@@ Property / cites work @@
+Q4397010
@@ Property / cites work: Q4397010 / rank @@
+Normal rank
@@ Property / cites work @@
+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
+Normal rank
@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models
+Normal rank
@@ Property / cites work @@
+Asymptotics for duration-driven long range dependent processes
+Normal rank
@@ Property / cites work @@
+Q5624460
@@ Property / cites work: Q5624460 / rank @@
+Normal rank
@@ Property / cites work @@
+Existence of moments in a stationary stochastic difference equation
+Normal rank
@@ Property / cites work @@
+Random coefficient autoregression, regime switching and long memory
+Normal rank
@@ Property / cites work @@
+On Long-Range Dependence in Regenerative Processes Based on a General ON/OFF Scheme
+Normal rank
@@ Property / cites work @@
+Long memory and stochastic trend.
@@ Property / cites work: Long memory and stochastic trend. / rank @@
+Normal rank
@@ Property / cites work @@
+On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise
+Normal rank
@@ Property / cites work @@
+Modeling long memory in stock market volatility
@@ Property / cites work: Modeling long memory in stock market volatility / rank @@
+Normal rank
@@ Property / cites work @@
+The supremum of a negative drift random walk with dependent heavy-tailed steps.
+Normal rank
@@ Property / cites work @@
+Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
+Normal rank
@@ Property / cites work @@
+Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed
+Normal rank
@@ 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
+Normal rank
@@ Property / cites work @@
+Q4301585
@@ Property / cites work: Q4301585 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5341279
@@ Property / cites work: Q5341279 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3736663
@@ Property / cites work: Q3736663 / rank @@
+Normal rank
@@ Property / cites work @@
+SOME DOUBLY STOCHASTIC TIME SERIES MODELS
@@ Property / cites work: SOME DOUBLY STOCHASTIC TIME SERIES MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank
@@ Property / cites work @@
+On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
+Normal rank
@@ Property / cites work @@
+Are there speculative bubbles in stock markets? Evidence from an alternative approach
+Normal rank