Pages that link to "Item:Q4614245"

The following pages link to Componentwise different tail solutions for bivariate stochastic recurrence equations with application to ${\rm GARCH}(1,1)$ processes (Q4614245):

Displayed 4 items.

• Tails of bivariate stochastic recurrence equation with triangular matrices (Q2145773) ‎ (← links)
• Tail indices for \(AX+B\) recursion with triangular matrices (Q2664524) ‎ (← links)
• CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH (Q5065457) ‎ (← links)
• Asymptotically linear iterated function systems on the real line (Q6103966) ‎ (← links)