Tails of bivariate stochastic recurrence equation with triangular matrices (Q2145773)

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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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