Tail probabilities for infinite series of regularly varying random vectors (Q1002553)
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scientific article; zbMATH DE number 5521482
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| default for all languages | No label defined |
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| English | Tail probabilities for infinite series of regularly varying random vectors |
scientific article; zbMATH DE number 5521482 |
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Tail probabilities for infinite series of regularly varying random vectors (English)
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2 March 2009
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infinite series
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linear process
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random sums
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regular variation
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stochastic recursion
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0.814633309841156
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0.812902569770813
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0.8037780523300171
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0.7969201803207397
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0.7958388328552246
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