On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise (Q3410924): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1239/jap/1152413732 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2140204192 / rank | |||
Normal rank |
Revision as of 22:58, 19 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)
0 references
16 November 2006
0 references
\(\text{AR}(1)\) model
0 references
heavy tails
0 references
renewal-reward process
0 references
Lévy process
0 references
stable laws
0 references