On the stationary tail index of iterated random Lipschitz functions (Q898406): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the stationary tail index of iterated random Lipschitz functions |
scientific article |
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On the stationary tail index of iterated random Lipschitz functions (English)
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8 December 2015
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random Lipschitz functions
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iterated function system
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Markov chain
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tail index
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stationary law
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stochastic fixed-point equation
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implicit renewal theory
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AR(1)-model
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ARCH errors
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random logistic transform
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stochastic Ricker model
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