Recurrence properties of autoregressive processes with super-heavy-tailed innovations (Q4667989): Difference between revisions

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scientific article; zbMATH DE number 2158155
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English
Recurrence properties of autoregressive processes with super-heavy-tailed innovations
scientific article; zbMATH DE number 2158155

    Statements

    Recurrence properties of autoregressive processes with super-heavy-tailed innovations (English)
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    18 April 2005
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    Autoregressive process
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    heavy tail
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    Markov process
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    recurrence
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    stochastic stability
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    transience
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