Pages that link to "Item:Q3207850"
From MaRDI portal
The following pages link to On a stochastic difference equation and a representation of non–negative infinitely divisible random variables (Q3207850):
Displayed 50 items.
- Markov processes with infinitely divisible limit distributions: some examples (Q1822838) (← links)
- Approximate solution methods for linear stochastic difference equations (Q1838770) (← links)
- 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)
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes (Q1980850) (← links)
- On new mechanisms leading to heavy-tailed distributions related to the ones of Yule-Simon (Q1985943) (← links)
- Emergence of heavy-tailed distributions in a random multiplicative model driven by a Gaussian stochastic process (Q2016548) (← links)
- Self-similar real trees defined as fixed points and their geometric properties (Q2042861) (← links)
- A multiplicative version of the Lindley recursion (Q2052794) (← links)
- Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
- Limit theorems for discounted convergent perpetuities (Q2076602) (← links)
- Slowly varying asymptotics for signed stochastic difference equations (Q2080153) (← links)
- Elongated Poisson-Voronoi cells in an empty half-plane (Q2094603) (← links)
- Deposition, diffusion, and nucleation on an interval (Q2108910) (← links)
- Some comments on: ``The density flatness phenomenon'' by Alhakim and Molchanov and the Dickman distribution (Q2112268) (← links)
- Linear fractional Galton-Watson processes in random environment and perpetuities (Q2138599) (← links)
- Interplay of financial and insurance risks in dependent discrete-time risk models (Q2173360) (← links)
- Exact long time behavior of some regime switching stochastic processes (Q2203615) (← links)
- Non-standard limits for a family of autoregressive stochastic sequences (Q2239265) (← links)
- Functional limit theorems for discounted exponential functional of random walk and discounted convergent perpetuity (Q2244477) (← links)
- Two-sided bounds for \(L_p\)-norms of combinations of products of independent random variables (Q2258839) (← links)
- Estimation and strict stationarity testing of ARCH processes based on weighted least squares (Q2261914) (← links)
- On the stochastic equation \(\mathcal{L}(Z) = \mathcal{L} [V(X + Z)]\) and properties of Mittag-Leffler distributions (Q2279610) (← links)
- Stochastic recursions: between Kesten's and Grincevičius-Grey's assumptions (Q2301497) (← links)
- Weak limits of random coefficient autoregressive processes and their application in ruin theory (Q2306085) (← links)
- Dickman approximation in simulation, summations and perpetuities (Q2325340) (← links)
- Extremal theory for long range dependent infinitely divisible processes (Q2327952) (← links)
- Renewal sums under mixtures of exponentials (Q2335655) (← links)
- Quadratic random coefficient autoregression with linear-in-parameters volatility (Q2350910) (← 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)
- Fast perfect simulation of Vervaat perpetuities (Q2402417) (← links)
- On beta distributed limits of iterated linear random functions (Q2406773) (← links)
- Comparisons of stationary distributions of linear models (Q2437206) (← links)
- Survivors in leader election algorithms (Q2439651) (← links)
- Functional limit theorems for renewal shot noise processes with increasing response functions (Q2444631) (← links)
- Tail estimates for stochastic fixed point equations via nonlinear renewal theory (Q2447717) (← links)
- Conditions for convergence of random coefficient \(\mathrm{AR}(1)\) processes and perpetuities in higher dimensions (Q2448719) (← 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)