On the stationary tail index of iterated random Lipschitz functions (Q898406)
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scientific article; zbMATH DE number 6518042
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| English | On the stationary tail index of iterated random Lipschitz functions |
scientific article; zbMATH DE number 6518042 |
Statements
On the stationary tail index of iterated random Lipschitz functions (English)
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8 December 2015
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random Lipschitz functions
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iterated function system
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Markov chain
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tail index
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stationary law
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stochastic fixed-point equation
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implicit renewal theory
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AR(1)-model
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ARCH errors
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random logistic transform
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stochastic Ricker model
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0.8317318558692932
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0.808655321598053
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0.7940858602523804
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0.7853217720985413
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