Tails of bivariate stochastic recurrence equation with triangular matrices (Q2145773)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Tails of bivariate stochastic recurrence equation with triangular matrices |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Tails of bivariate stochastic recurrence equation with triangular matrices |
scientific article |
Statements
Tails of bivariate stochastic recurrence equation with triangular matrices (English)
0 references
20 June 2022
0 references
stochastic recurrence equation
0 references
regular variation
0 references
Kesten's theorem
0 references
autoregressive models
0 references
triangular matrix
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8540716767311096
0 references
0.8533535003662109
0 references
0.797840416431427
0 references
0.7769070863723755
0 references
0.7736798524856567
0 references
