Pages that link to "Item:Q3207850"
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The following pages link to On a stochastic difference equation and a representation of non–negative infinitely divisible random variables (Q3207850):
Displayed 50 items.
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
- Random difference equations with logarithmic distribution and the triggered shot noise (Q1866182) (← links)
- Stability of perpetuities (Q1872150) (← links)
- The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors (Q1872440) (← links)
- Weighted approximations of tail processes for \(\beta\)-mixing random variables. (Q1872492) (← links)
- Random difference equations: An asymptotical result (Q1874200) (← links)
- Random linear recursions with dependent coefficients (Q1957152) (← links)
- Random self-decomposability and autoregressive processes (Q1957153) (← links)
- A stochastic discounting model arising in competing risks management (Q1963102) (← links)
- Present value distributions with applications to ruin theory and stochastic equations (Q1965872) (← links)
- An adaptive optimal estimate of the tail index for MA(1) time series (Q1970810) (← links)
- Stability equations for processes with stationary independent increments using branching processes and Poisson mixtures (Q2366182) (← links)
- Linear birth and death processes under the influence of disasters with time-dependent killing probabilities (Q2366184) (← links)
- On queues with service and interarrival times depending on waiting times (Q2454678) (← links)
- One-dimensional linear recursions with Markov-dependent coefficients (Q2455056) (← links)
- Additional aspects of the non-conservative Kolmogorov-Filippov fragmentation model (Q2468233) (← links)
- Tail behavior of a threshold autoregressive stochastic volatility model (Q2488465) (← links)
- The Poisson boundary of random rational affinities (Q2488760) (← links)
- On Whitt's conjecture for queues in which service times and interarrival times depend linearly and randomly upon waiting times (Q2564190) (← links)
- A stochastic-difference-equation model for hedge-fund returns (Q2786276) (← links)
- Random Series with Time-Varying Discounting (Q3098924) (← links)
- Distributional properties of solutions of d<i>V</i><sub><i>t</i></sub> = <i>V</i><sub><i>t</i>-</sub>d<i>U</i><sub><i>t</i></sub> + d<i>L</i><sub><i>t</i></sub> with Lévy noise (Q3173001) (← links)
- On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise (Q3410924) (← links)
- RANDOM DYNAMICAL SYSTEMS ON ORDERED TOPOLOGICAL SPACES (Q3421615) (← links)
- Martingales and first passage times of AR(1) sequences (Q3498583) (← links)
- On the number of allelic types for samples taken from exchangeable coalescents with mutation (Q3558939) (← links)
- The Beta Product Distribution with Complex Parameters (Q3562456) (← links)
- Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models (Q3590747) (← links)
- ON STATIONARITY OF THE SOLUTION OF A DOUBLY STOCHASTIC MODEL (Q3727066) (← links)
- STATIONARITY OF THE SOLUTION OF X<sub>t</sub>= A<sub>t</sub>X<sub>t-1</sub>+ ε<sub>t</sub>AND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES (Q3823028) (← links)
- The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (Q3978168) (← links)
- REVERSED RESIDUALS IN AUTOREGRESSIVE TIME SERIES ANALYSIS (Q4012949) (← links)
- Linear statistics in change‐point estimation and their asymptotic behaviour (Q4344825) (← links)
- An exponential functional of random walks (Q4435683) (← links)
- Stability of linear stochastic difference equations in strategically controlled random environments (Q4454108) (← links)
- Random coefficient autoregression, regime switching and long memory (Q4467509) (← links)
- Infinite divisibility of infinite sums of lower records: a simple proof (Q4660542) (← links)
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
- Recurrence properties of autoregressive processes with super-heavy-tailed innovations (Q4667989) (← links)
- Joint exceedances of the ARCH process (Q4668009) (← links)
- Remembering Wim Vervaat (Q4715801) (← links)
- Shot Noise Distributions and Selfdecomposability (Q4804872) (← links)
- On the foundations of multivariate heavy-tail analysis (Q4822461) (← links)
- A density function connected with a non-negative self-decomposable random variable (Q4826346) (← links)
- A MARKOV-MODULATED GROWTH COLLAPSE MODEL (Q5305596) (← links)
- On the number of jumps of random walks with a barrier (Q5387085) (← links)
- On the number of segregating sites for populations with large family sizes (Q5395358) (← links)
- Transient Moments of the TCP Window Size Process (Q5459916) (← links)
- Moment generating functions of compound renewal sums with discounted claims (Q5894381) (← links)
- Moment generating functions of compound renewal sums with discounted claims (Q5894382) (← links)