Tails of bivariate stochastic recurrence equation with triangular matrices (Q2145773)
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scientific article; zbMATH DE number 7544378
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| English | Tails of bivariate stochastic recurrence equation with triangular matrices |
scientific article; zbMATH DE number 7544378 |
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Tails of bivariate stochastic recurrence equation with triangular matrices (English)
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20 June 2022
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stochastic recurrence equation
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regular variation
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Kesten's theorem
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autoregressive models
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triangular matrix
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0.8540716767311096
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0.8533535003662109
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0.797840416431427
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0.7769070863723755
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0.7736798524856567
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