Pages that link to "Item:Q758004"
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The following pages link to Implicit renewal theory and tails of solutions of random equations (Q758004):
Displaying 50 items.
- Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348) (← links)
- Functional weak convergence of partial maxima processes (Q262528) (← links)
- In the insurance business risky investments are dangerous: the case of negative risk sums (Q287663) (← links)
- Spectral gap properties for linear random walks and Pareto's asymptotics for affine stochastic recursions (Q297434) (← links)
- Asymptotics for parametric GARCH-in-mean models (Q308384) (← links)
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- Large deviations for solutions to stochastic recurrence equations under Kesten's condition (Q359689) (← links)
- Tail homogeneity of invariant measures of multidimensional stochastic recursions in a critical case (Q365715) (← links)
- On fixed points of a generalized multidimensional affine recursion (Q365719) (← links)
- Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
- Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations (Q383194) (← links)
- Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793) (← links)
- Tail index of asymptotically homogeneous Markov chains (Q392704) (← links)
- A scaling analysis of a cat and mouse Markov chain (Q417084) (← links)
- Tail behavior of solutions of linear recursions on trees (Q424501) (← links)
- On the invariant measure of the random difference equation \(X_{n} = a_{n}x_{n - 1} + b_{n}\) in the critical case (Q424697) (← links)
- Implicit renewal theorem for trees with general weights (Q444354) (← links)
- Efficient rare-event simulation for perpetuities (Q449227) (← links)
- A refined factorization of the exponential law (Q453305) (← links)
- Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
- Maximums on trees (Q468736) (← links)
- On exact scaling log-infinitely divisible cascades (Q483309) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- Random difference equations with subexponential innovations (Q525896) (← links)
- A Lévy input model with additional state-dependent services (Q550165) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- The extremogram: a correlogram for extreme events (Q605880) (← links)
- Tail behaviour of \(\beta \)-TARCH models (Q613157) (← links)
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
- Second order properties of distribution tails and estimation of tail exponents in random difference equations (Q626302) (← links)
- Multivariate linear recursions with Markov-dependent coefficients (Q631617) (← links)
- Renorming divergent perpetuities (Q638760) (← links)
- High-level dependence in time series models (Q650680) (← links)
- Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems (Q655316) (← links)
- Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps (Q662826) (← links)
- A functional limit theorem for dependent sequences with infinite variance stable limits (Q690870) (← links)
- On the multidimensional stochastic equation \(Y_{n+1}=A_{n} Y_{n}+B_{n}\) (Q704266) (← links)
- Convergence to stable laws for a class of multidimensional stochastic recursions (Q707599) (← links)
- Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
- Convergence to type I distribution of the extremes of sequences defined by random difference equation (Q719372) (← 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)
- Rare event simulation for processes generated via stochastic fixed point equations (Q744388) (← links)
- Universal tail profile of Gaussian multiplicative chaos (Q783791) (← links)
- On ruin probabilities with risky investments in a stock with stochastic volatility (Q825994) (← links)
- Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065) (← links)
- Tail-homogeneity of stationary measures for some multidimensional stochastic recursions (Q842384) (← links)
- On distributional properties of perpetuities (Q842395) (← links)
- Limit laws for transient random walks in random environment on \(\mathbb Z\) (Q848132) (← links)
- On Kesten's counterexample to the Cramér-Wold device for regular variation (Q850734) (← links)
