Usage of processes with continuous time in the study of stochastic recurrent sequences
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Publication:2513175
DOI10.3103/S0027132210060033zbMath1304.60066MaRDI QIDQ2513175
Publication date: 2 February 2015
Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)
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Bounds for the extremal index of stochastic recurrent sequences, Uniform estimator of the extremal index of stochastic recurrent sequences
Cites Work
- A multivariate and asymmetric generalization of Laplace distribution
- Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes
- Extremal behavior of recurrent random sequences
- On a stochastic difference equation and a representation of non–negative infinitely divisible random variables