On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise

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Publication:3410924

DOI10.1239/jap/1152413732zbMath1110.62115OpenAlexW2140204192MaRDI QIDQ3410924

Donatas Surgailis, Remigijus Leipus, Vygantas Paulauskas

Publication date: 16 November 2006

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1152413732



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