Pages that link to "Item:Q1162761"

The following pages link to On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\). (Q1162761):

Displayed 37 items.

• A characterization of random-coefficient AR(1) models (Q582792) ‎ (← links)
• The Hausdorff dimension of the range for the Markov processes of Ornstein-Uhlenbeck type (Q603819) ‎ (← links)
• \(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes (Q608213) ‎ (← links)
• Classes of infinitely divisible distributions on \(\mathbb R^d\) related to the class of selfdecomposable distributions (Q632494) ‎ (← links)
• Quasi Ornstein-Uhlenbeck processes (Q638762) ‎ (← links)
• Quasi-likelihood analysis for the stochastic differential equation with jumps (Q644964) ‎ (← links)
• Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes (Q731728) ‎ (← links)
• Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type (Q789804) ‎ (← links)
• Heavy-traffic limits for many-server queues with service interruptions (Q833098) ‎ (← links)
• The limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions (Q839414) ‎ (← links)
• Delay differential equations driven by Lévy processes: stationarity and Feller properties (Q855685) ‎ (← links)
• Multivariate CARMA processes (Q873609) ‎ (← links)
• On exit times of Levy-driven Ornstein-Uhlenbeck processes (Q945794) ‎ (← links)
• Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (Q961440) ‎ (← links)
• A characterization of subclasses of semi-selfdecomposable distributions by stochastic integral representations (Q997260) ‎ (← links)
• Supremum self-decomposable random vectors (Q1081189) ‎ (← links)
• Random integral representations for classes of limit distributions similar to Lévy class \(L_ 0\) (Q1093232) ‎ (← links)
• Completely positive operators and processes of Ornstein-Uhlenbeck type (Q1097583) ‎ (← links)
• A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type (Q1123486) ‎ (← links)
• Local asymptotic mixed normality for semimartingale experiments (Q1203345) ‎ (← links)
• Self-similar processes with independent increments associated with Lévy and Bessel processes. (Q1766032) ‎ (← links)
• Embedding a stochastic difference equation into a continuous-time process (Q1822836) ‎ (← links)
• On stationary solutions of delay differential equations driven by a Lévy process. (Q1877511) ‎ (← links)
• Existence and uniqueness of stationary Lévy-driven CARMA processes (Q2270890) ‎ (← links)
• On the relation between GARCH and stable processes (Q2277742) ‎ (← links)
• Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) ‎ (← links)
• Gibbs and autoregressive Markov processes (Q2467382) ‎ (← links)
• Parameter estimation of selfsimilarity exponents (Q2482610) ‎ (← links)
• Random integral representation of operator-semi-self-similar processes with independent incre\-ments. (Q2574630) ‎ (← links)
• A stochastic-difference-equation model for hedge-fund returns (Q2786276) ‎ (← links)
• Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564) ‎ (← links)
• Completely operator-selfdecomposable distributions and operator-stable distributions (Q3697973) ‎ (← links)
• An integral representation for selfdecomposable banach space valued random variables (Q3949723) ‎ (← links)
• The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (Q3978168) ‎ (← links)
• Shot Noise Distributions and Selfdecomposability (Q4804872) ‎ (← links)
• A density function connected with a non-negative self-decomposable random variable (Q4826346) ‎ (← links)
• Lévy processes in free probability (Q5460738) ‎ (← links)