On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise (Q3410924): Difference between revisions
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Revision as of 12:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise |
scientific article |
Statements
On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise (English)
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16 November 2006
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\(\text{AR}(1)\) model
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heavy tails
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renewal-reward process
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Lévy process
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stable laws
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