Pages that link to "Item:Q2792598"

The following pages link to Stochastic Models with Power-Law Tails (Q2792598):

Displaying 50 items.

• Random difference equations with subexponential innovations (Q525896) (← links)
• On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
• A simple proof of heavy tail estimates for affine type Lipschitz recursions (Q730355) (← links)
• On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration (Q831317) (← links)
• Regularly varying non-stationary Galton-Watson processes with immigration (Q1644194) (← links)
• Pointwise estimates for first passage times of perpetuity sequences (Q1660306) (← links)
• Large excursions and conditioned laws for recursive sequences generated by random matrices (Q1660628) (← links)
• Precise large deviations for random walk in random environment (Q1722007) (← links)
• Recurrence and transience of contractive autoregressive processes and related Markov chains (Q1748931) (← links)
• Fluctuation theory for Markov random walks (Q1800502) (← links)
• Continuity properties and the support of killed exponential functionals (Q1979899) (← links)
• Stable limits for Markov chains via the principle of conditioning (Q1986005) (← links)
• A renewal theorem and supremum of a perturbed random walk (Q1990051) (← links)
• Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration (Q1994896) (← links)
• Heavy tails for an alternative stochastic perpetuity model (Q2010493) (← links)
• On discrete-time semi-Markov processes (Q2029744) (← links)
• The dynamics of stochastic mono-molecular reaction systems in stochastic environments (Q2029794) (← links)
• Precise large deviations for dependent subexponential variables (Q2040065) (← links)
• Compound Poisson approximation for regularly varying fields with application to sequence alignment (Q2040067) (← links)
• On conditioning a self-similar growth-fragmentation by its intrinsic area (Q2041840) (← links)
• On the convergence of the Baum-Katz series for elements of a linear autoregression (Q2043741) (← links)
• Large deviations of branching process in a random environment (Q2050238) (← links)
• Harry Kesten's work in probability theory (Q2052694) (← links)
• Limit theorems for discounted convergent perpetuities (Q2076602) (← links)
• Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices (Q2077358) (← links)
• Slowly varying asymptotics for signed stochastic difference equations (Q2080153) (← links)
• Stochastic fixed-point equation and local dependence measure (Q2083265) (← links)
• Limit theorems for branching processes with immigration in a random environment (Q2093407) (← links)
• Tail probabilities of random linear functions of regularly varying random vectors (Q2093413) (← links)
• Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
• Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes (Q2103984) (← links)
• Complete moment convergence for randomly weighted sums of arrays of rowwise \(m_n\)-extended negatively dependent random variables and its applications (Q2111563) (← links)
• Rate of escape of conditioned Brownian motion (Q2119679) (← links)
• Importance sampling for maxima on trees (Q2132531) (← links)
• Linear fractional Galton-Watson processes in random environment and perpetuities (Q2138599) (← links)
• Tails of bivariate stochastic recurrence equation with triangular matrices (Q2145773) (← links)
• Learning and firm dynamics in a stochastic equilibrium (Q2155250) (← links)
• Precise large deviation estimates for branching process in random environment (Q2157454) (← links)
• Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds (Q2198603) (← links)
• \(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders (Q2201511) (← links)
• Exact long time behavior of some regime switching stochastic processes (Q2203615) (← links)
• Sieving random iterative function systems (Q2214234) (← links)
• On tail behaviour of stationary second-order Galton-Watson processes with immigration (Q2218144) (← links)
• Cluster based inference for extremes of time series (Q2239252) (← links)
• Non-standard limits for a family of autoregressive stochastic sequences (Q2239265) (← links)
• Homogeneous mappings of regularly varying vectors (Q2240484) (← links)
• Stochastic recursions: between Kesten's and Grincevičius-Grey's assumptions (Q2301497) (← links)
• Random walks in a moderately sparse random environment (Q2316593) (← links)
• The density flatness phenomenon (Q2322660) (← links)
• The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails (Q2325386) (← links)