zbMath1292.91092MaRDI QIDQ5405401
Fenglong Guo, Ding Cheng Wang
Publication date: 2 April 2014
zbMATH Keywords
Markov chainLundberg inequalityrenewal recursive technique
Mathematics Subject Classification ID
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)