Stochastic Models with Power-Law Tails (Q2792598)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Models with Power-Law Tails |
scientific article |
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Stochastic Models with Power-Law Tails (English)
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11 March 2016
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stochastic recurrence equation \(\mathbf{X}_t=\mathbf{A}_t \mathbf{X}_{t-1}+\mathbf{B}_t\)
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power-law tails
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