Pages that link to "Item:Q1211309"
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The following pages link to Random difference equations and renewal theory for products of random matrices (Q1211309):
Displayed 50 items.
- Equilibria in financial markets with heterogeneous agents: a probabilistic perspective (Q556406) (← links)
- On the multidimensional stochastic equation \(Y_{n+1}=A_{n} Y_{n}+B_{n}\) (Q704266) (← links)
- Explicit stationary distributions for compositions of random functions and products of random matrices (Q805044) (← links)
- On Kesten's counterexample to the Cramér-Wold device for regular variation (Q850734) (← links)
- Extremal behaviour of models with multivariate random recurrence representation (Q875906) (← links)
- Extremal behavior of stochastic integrals driven by regularly varying Lévy processes (Q879257) (← links)
- On delay-dependent stability for vector nonlinear stochastic delay-difference equations with Volterra diffusion term (Q880157) (← links)
- Regular variation of order 1 nonlinear AR-ARCH models (Q886112) (← links)
- Multivariate Markov-switching ARMA processes with regularly varying noise (Q928854) (← links)
- Linear and sub-linear growth and the CLT for hitting times of a random walk in random environment on a strip (Q929374) (← links)
- On the tvGARCH(1,1) model: existence, CLT, and tail index (Q946794) (← links)
- Effective branching splitting method under cost constraint (Q952828) (← links)
- Continuous-time GARCH processes (Q997951) (← links)
- Integrated insurance risk models with exponential Lévy investment (Q998271) (← links)
- Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
- Estimating the multivariate extremal index function (Q1002535) (← links)
- Tail probabilities for infinite series of regularly varying random vectors (Q1002553) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- Quenched limits for transient, zero speed one-dimensional random walk in random environment (Q1011154) (← links)
- Subsampling tests for the mean change point with heavy-tailed innovations (Q1013151) (← links)
- Regularly varying multivariate time series (Q1016605) (← links)
- Credit chains and bankruptcy propagation in production networks (Q1017081) (← links)
- A law of large numbers and central limit theorem for the logarithm of an autoregressive process with a stationary driving sequence (Q1017805) (← links)
- Power-law behaviour, heterogeneity, and trend chasing (Q1027425) (← links)
- Infinite products in a Banach algebra (Q1067125) (← links)
- A stochastic model of retinotopy: A self organizing process (Q1084351) (← links)
- Long-run growth rates of discrete multiplicative processes in Markovian environments (Q1257739) (← links)
- Tail index estimation for dependent data (Q1296719) (← links)
- The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case (Q1356352) (← links)
- Computing the extremal index of special Markov chains and queues (Q1382480) (← links)
- On generalized multiplicative cascades (Q1411888) (← links)
- SPRT and CUSUM in hidden Markov models (Q1412371) (← links)
- A stochastic model for evolution of sociality in insects. (Q1427682) (← links)
- Speed of stochastic locally contractive systems. (Q1433891) (← links)
- Renewal theory for functionals of a Markov chain with compact state space. (Q1433900) (← links)
- Stochastic finite element analysis of two-dimensional eddy current problems (Q1590414) (← links)
- Fokker-Planck equation of distributions of financial returns and power laws (Q1591816) (← links)
- Stochastic multiplicative processes for financial markets (Q1596673) (← links)
- ``Slimming'' of power-law tails by increasing market returns (Q1599010) (← links)
- Extremal behavior of the autoregressive process with ARCH(1) errors (Q1613588) (← links)
- Asymptotic properties of supercritical age-dependent branching processes and homogeneous branching random walks (Q1613605) (← links)
- The sample ACF of a simple bilinear process (Q1613623) (← links)
- Whittle estimation in a heavy-tailed GARCH(1,1) model. (Q1766031) (← links)
- Power tailed ruin probabilities in the presence of risky investments. (Q1766062) (← links)
- Regular variation of GARCH processes. (Q1766073) (← links)
- Asymptotic operating characteristics of an optimal change point detection in hidden Markov models (Q1766136) (← links)
- Stability and the Lyapounov exponent of threshold AR-ARCH models (Q1769418) (← links)
- On a Pitman-Yor problem (Q1770064) (← links)
- The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140) (← links)
- Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes (Q1822829) (← links)