The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case (Q1356352)
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scientific article; zbMATH DE number 1018399
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| English | The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case |
scientific article; zbMATH DE number 1018399 |
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The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case (English)
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3 July 1997
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random coefficient autoregressive models
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random walk
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affine group
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stability
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renewal theorem
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limit theorem
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0.860268235206604
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0.8392130136489868
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0.7920721173286438
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0.7903740406036377
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