The following pages link to Stability of perpetuities (Q1872150):
Displaying 50 items.
- Approximating perpetuities (Q398787) (← links)
- Asymptotic inference of unstable periodic ARCH processes (Q411545) (← links)
- Refinement equations and distributional fixed points (Q419518) (← links)
- Non-causal strictly stationary solutions of random recurrence equations (Q467006) (← links)
- Continuous-time perpetuities and time reversal of diffusions (Q503390) (← links)
- Matrix refinement type equations (Q545975) (← links)
- Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065) (← links)
- On distributional properties of perpetuities (Q842395) (← links)
- Extremal behaviour of models with multivariate random recurrence representation (Q875906) (← links)
- On the stationary tail index of iterated random Lipschitz functions (Q898406) (← links)
- Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices (Q904702) (← links)
- On the long time behavior of the TCP window size process (Q983175) (← links)
- Integrated insurance risk models with exponential Lévy investment (Q998271) (← links)
- GARCH modelling in continuous time for irregularly spaced time series data (Q1002568) (← links)
- Renewal theory for functionals of a Markov chain with compact state space. (Q1433900) (← links)
- Self-similar solutions of fragmentation equations revisited (Q1678288) (← links)
- Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555) (← links)
- Recurrence and transience of contractive autoregressive processes and related Markov chains (Q1748931) (← links)
- Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases (Q1757893) (← links)
- Stability and the Lyapounov exponent of threshold AR-ARCH models (Q1769418) (← links)
- On a Pitman-Yor problem (Q1770064) (← links)
- Fluctuation theory for Markov random walks (Q1800502) (← links)
- The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model. (Q1879899) (← links)
- Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions (Q1932223) (← links)
- Limit theorems for discounted convergent perpetuities (Q2076602) (← links)
- Slowly varying asymptotics for signed stochastic difference equations (Q2080153) (← links)
- Stochastic fixed-point equation and local dependence measure (Q2083265) (← links)
- Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory (Q2137021) (← links)
- Linear fractional Galton-Watson processes in random environment and perpetuities (Q2138599) (← links)
- Exponential functionals of Markov additive processes (Q2184596) (← links)
- Sieving random iterative function systems (Q2214234) (← links)
- Estimation and strict stationarity testing of ARCH processes based on weighted least squares (Q2261914) (← links)
- Power and exponential moments of the number of visits and related quantities for perturbed random walks (Q2346971) (← links)
- Tail estimates for stochastic fixed point equations via nonlinear renewal theory (Q2447717) (← links)
- Conditions for convergence of random coefficient \(\mathrm{AR}(1)\) processes and perpetuities in higher dimensions (Q2448719) (← links)
- Convergence of tail sum for records (Q2463695) (← links)
- On invariant measures of stochastic recursions in a critical case (Q2467603) (← links)
- Elementary fixed points of the BRW smoothing transforms with infinite number of summands (Q2485797) (← links)
- Tail asymptotics for exponential functionals of Lévy processes (Q2490054) (← links)
- Bounded harmonic functions on connected solvable Lie groups and existence of an invariant measure (Q2565879) (← links)
- Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes (Q2568302) (← links)
- Limit theorems for discounted convergent perpetuities. II (Q2685145) (← links)
- Stable fluctuations of iterated perturbed random walks in intermediate generations of a general branching process tree (Q2692193) (← links)
- Continuous dependence in a problem of convergence of random iteration (Q2694530) (← links)
- Inhomogeneous refinement equations with random affine maps (Q2796787) (← links)
- Random iteration and Markov operators (Q2804538) (← links)
- On the diminishing process of Bálint Tóth (Q2822721) (← links)
- The Smoothing Transform: A Review of Contraction Results (Q2863577) (← links)
- Fixed points of inhomogeneous smoothing transforms (Q2902283) (← links)
- On stochastic difference equations in insurance ruin theory (Q2902286) (← links)
