Weak limits of random coefficient autoregressive processes and their application in ruin theory (Q2306085)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak limits of random coefficient autoregressive processes and their application in ruin theory |
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Weak limits of random coefficient autoregressive processes and their application in ruin theory (English)
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20 March 2020
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invariance principle
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weak convergence
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autoregressive process
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stochastic recurrence equation
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generalized Ornstein-Uhlenbeck process
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ruin probability
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first passage time
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