Extremal behavior of recurrent random sequences
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Cites work
- scientific article; zbMATH DE number 5368634 (Why is no real title available?)
- scientific article; zbMATH DE number 3255204 (Why is no real title available?)
- scientific article; zbMATH DE number 2231189 (Why is no real title available?)
- Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes
- Extremes and related properties of random sequences and processes
- On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
- Random difference equations and renewal theory for products of random matrices
Cited in
(10)- Maxima of recurrent random sequences. The case of heavy tails
- Bounds for the extremal index of stochastic recurrent sequences
- Uniform estimator of the extremal index of stochastic recurrent sequences
- Large deviations for solution of random recurrence equation
- Convergence to type I distribution of the extremes of sequences defined by random difference equation
- On invariant measures of stochastic recursions in a critical case
- The almost sure behavior of a random sequence
- Extremal behaviour of models with multivariate random recurrence representation
- Persistence of autoregressive sequences with logarithmic tails
- Usage of processes with continuous time in the study of stochastic recurrent sequences
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