Tail probabilities for infinite series of regularly varying random vectors (Q1002553): Difference between revisions

@@ Property / cites work @@
+Regular variation of GARCH processes.
@@ Property / cites work: Regular variation of GARCH processes. / rank @@
+Normal rank
@@ Property / cites work @@
+Strict stationarity of generalized autoregressive processes
+Normal rank
@@ Property / cites work @@
+The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients
+Normal rank
@@ Property / cites work @@
+Q5525727
@@ Property / cites work: Q5525727 / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling teletraffic arrivals by a Poisson cluster process
+Normal rank
@@ Property / cites work @@
+Regular variation in the tail behaviour of solutions of random difference equations
+Normal rank
@@ Property / cites work @@
+Regular variation for measures on metric spaces
@@ Property / cites work: Regular variation for measures on metric spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Q3333815
@@ Property / cites work: Q3333815 / rank @@
+Normal rank
@@ Property / cites work @@
+Random difference equations and renewal theory for products of random matrices
+Normal rank
@@ Property / cites work @@
+Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations
+Normal rank
@@ Property / cites work @@
+Q4004188
@@ Property / cites work: Q4004188 / rank @@
+Normal rank
@@ Property / cites work @@
+The supremum of a negative drift random walk with dependent heavy-tailed steps.
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
+Normal rank
@@ Property / cites work @@
+Heavy-Tail Phenomena
@@ Property / cites work: Heavy-Tail Phenomena / rank @@
+Normal rank
@@ Property / cites work @@
+Moving averages with random coefficients and random coefficient autoregressive models
+Normal rank
@@ Property / cites work @@
+Regular variation of the tail of a subordinated probability distribution
+Normal rank
@@ Property / cites work @@
+Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation
+Normal rank