Non-causal strictly stationary solutions of random recurrence equations
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Publication:467006
DOI10.1016/J.SPL.2014.06.027zbMATH Open1301.60082OpenAlexW2075885069MaRDI QIDQ467006FDOQ467006
Dirk-Philip Brandes, Alexander Lindner
Publication date: 3 November 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.06.027
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Cites Work
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- Strict stationarity of generalized autoregressive processes
- Strictly stationary solutions of autoregressive moving average equations
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- Title not available (Why is that?)
- Stability of perpetuities
- Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes
- Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise
- Two renewal theorems for general random walks tending to infinity
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