Tails of bivariate stochastic recurrence equation with triangular matrices (Q2145773)
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English | Tails of bivariate stochastic recurrence equation with triangular matrices |
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Tails of bivariate stochastic recurrence equation with triangular matrices (English)
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20 June 2022
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stochastic recurrence equation
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regular variation
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Kesten's theorem
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autoregressive models
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triangular matrix
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