Stability of block-triangular stationary random matrices (Q932116): Difference between revisions
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Revision as of 21:27, 19 March 2024
scientific article
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English | Stability of block-triangular stationary random matrices |
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Stability of block-triangular stationary random matrices (English)
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10 July 2008
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random coefficient linear stochastic systems
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identification
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Lyapunov exponents
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random matrix products
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GARCH processes
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