The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case (Q1356352)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 1018399
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case |
scientific article; zbMATH DE number 1018399 |
Statements
The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case (English)
0 references
3 July 1997
0 references
random coefficient autoregressive models
0 references
random walk
0 references
affine group
0 references
stability
0 references
renewal theorem
0 references
limit theorem
0 references
0 references
0.860268235206604
0 references
0.8392130136489868
0 references
0.7920721173286438
0 references
0.7903740406036377
0 references
