Pages that link to "Item:Q758004"

The following pages link to Implicit renewal theory and tails of solutions of random equations (Q758004):

Displaying 50 items.

• On convolution equivalence with applications (Q850761) (← links)
• Extremal behaviour of models with multivariate random recurrence representation (Q875906) (← links)
• Extremal behavior of stochastic integrals driven by regularly varying Lévy processes (Q879257) (← links)
• Regular variation of order 1 nonlinear AR-ARCH models (Q886112) (← links)
• On the growth rate of a linear stochastic recursion with Markovian dependence (Q887092) (← links)
• Mathematical model of banking operation (Q891720) (← links)
• On the stationary tail index of iterated random Lipschitz functions (Q898406) (← links)
• Iterated random functions and slowly varying tails (Q901296) (← links)
• Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices (Q904702) (← links)
• On the regular variation of ratios of jointly Fréchet random variables (Q906648) (← links)
• On the tvGARCH(1,1) model: existence, CLT, and tail index (Q946794) (← links)
• Modeling rare events through a \(p\)RARMAX process (Q989285) (← links)
• Integrated insurance risk models with exponential Lévy investment (Q998271) (← links)
• Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
• Small-time ruin for a financial process modulated by a Harris recurrent Markov chain (Q1003334) (← links)
• On tails of fixed points of the smoothing transform in the boundary case (Q1041057) (← links)
• Perpetuities with thin tails revisited (Q1049557) (← links)
• Algebraic properties of beta and gamma distributions, and applications (Q1271149) (← links)
• Tail index estimation for dependent data (Q1296719) (← links)
• The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case (Q1356352) (← links)
• Renewal theory for functionals of a Markov chain with compact state space. (Q1433900) (← links)
• ``Slimming'' of power-law tails by increasing market returns (Q1599010) (← links)
• The sample ACF of a simple bilinear process (Q1613623) (← links)
• On the ruin probabilities in a general economic environment (Q1613645) (← links)
• Stochastic dominance and thick-tailed wealth distributions (Q1651044) (← links)
• Oracle inequalities for the stochastic differential equations (Q1656857) (← links)
• Pointwise estimates for first passage times of perpetuity sequences (Q1660306) (← links)
• Large excursions and conditioned laws for recursive sequences generated by random matrices (Q1660628) (← links)
• Further studies on square-root boundaries for Bessel processes (Q1663749) (← links)
• Tail asymptotics of maximums on trees in the critical case (Q1663761) (← links)
• Precise large deviations for random walk in random environment (Q1722007) (← links)
• Recurrence and transience of contractive autoregressive processes and related Markov chains (Q1748931) (← links)
• Whittle estimation in a heavy-tailed GARCH(1,1) model. (Q1766031) (← links)
• Power tailed ruin probabilities in the presence of risky investments. (Q1766062) (← links)
• Integrability of infinite weighted sums of heavy-tailed i.i.d.\ random variables. (Q1766072) (← links)
• Regular variation of GARCH processes. (Q1766073) (← links)
• Stability and the Lyapounov exponent of threshold AR-ARCH models (Q1769418) (← links)
• On a Pitman-Yor problem (Q1770064) (← links)
• The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140) (← links)
• Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
• Stability of perpetuities (Q1872150) (← links)
• Ruin probability with claims modeled by a stationary ergodic stable process. (Q1872170) (← 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)
• Finite and infinite time ruin probabilities in a stochastic economic environment. (Q1879535) (← links)
• The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model. (Q1879899) (← links)
• Interval estimation of the tail index of a GARCH(1,1) model (Q1936534) (← links)
• Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices (Q1949212) (← links)
• Quenched limits for the fluctuations of transient random walks in random environment on \(\mathbb{Z}\) (Q1950266) (← links)
• The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)