On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise (Q3410924)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise |
scientific article |
Statements
On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise (English)
0 references
16 November 2006
0 references
\(\text{AR}(1)\) model
0 references
heavy tails
0 references
renewal-reward process
0 references
Lévy process
0 references
stable laws
0 references
