Pages that link to "Item:Q842384"

The following pages link to Tail-homogeneity of stationary measures for some multidimensional stochastic recursions (Q842384):

Displaying 30 items.

• Tail homogeneity of invariant measures of multidimensional stochastic recursions in a critical case (Q365715) (← 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)
• Convergence to stable laws for a class of multidimensional stochastic recursions (Q707599) (← 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)
• Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices (Q1949212) (← links)
• Fluctuations of Biggins' martingales at complex parameters (Q2028944) (← links)
• On the Rajchman property for self-similar measures on \(\mathbb{R}^d\) (Q2143666) (← links)
• Tails of bivariate stochastic recurrence equation with triangular matrices (Q2145773) (← links)
• The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
• Two-sided bounds for \(L_p\)-norms of combinations of products of independent random variables (Q2258839) (← links)
• Stable laws and spectral gap properties for affine random walks (Q2261602) (← links)
• Stochastic recursions: between Kesten's and Grincevičius-Grey's assumptions (Q2301497) (← links)
• Solutions to complex smoothing equations (Q2359741) (← links)
• Heavy tailed solutions of multivariate smoothing transforms (Q2444630) (← links)
• Measures of serial extremal dependence and their estimation (Q2447645) (← links)
• Tail estimates for stochastic fixed point equations via nonlinear renewal theory (Q2447717) (← links)
• On invariant measures of stochastic recursions in a critical case (Q2467603) (← links)
• Tail indices for \(AX+B\) recursion with triangular matrices (Q2664524) (← links)
• Precise Tail Index of Fixed Points of the Two-Sided Smoothing Transform (Q2863578) (← links)
• Tail behaviour of stationary solutions of random difference equations: the case of regular matrices (Q2902284) (← links)
• On the Kesten–Goldie constant (Q2964238) (← links)
• Componentwise different tail solutions for bivariate stochastic recurrence equations with application to ${\rm GARCH}(1,1)$ processes (Q4614245) (← links)
• CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH (Q5065457) (← links)
• Markov tail chains (Q5176525) (← links)
• Affine stochastic equation with triangular matrices (Q5243411) (← links)
• Quasistochastic matrices and Markov renewal theory (Q5245636) (← links)
• Linear stochastic equations in the critical case (Q5746472) (← links)
• Asymptotic independence <i>ex machina</i>: Extreme value theory for the diagonal SRE model (Q6134628) (← links)