Tail index of asymptotically homogeneous Markov chains
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Publication:392704
DOI10.1007/s10986-010-9093-1zbMath1283.60099OpenAlexW2068533507MaRDI QIDQ392704
V. Skorniakov, Vytautas Kazakevičius
Publication date: 15 January 2014
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-010-9093-1
Cites Work
- Markov chains and stochastic stability
- Implicit renewal theory and tails of solutions of random equations
- Asymptotically homogeneous iterated random functions with applications to the HARCH process
- Limit theorems for semi-Markov processes and renewal theory for Markov chains
- The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors
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