The following pages link to A random difference equation (Q1054083):
Displaying 6 items.
- Second order properties of distribution tails and estimation of tail exponents in random difference equations (Q626302) (← links)
- On distributional properties of perpetuities (Q842395) (← links)
- Fluctuation theory for Markov random walks (Q1800502) (← links)
- Sieving random iterative function systems (Q2214234) (← links)
- Conditions for convergence of random coefficient \(\mathrm{AR}(1)\) processes and perpetuities in higher dimensions (Q2448719) (← links)
- Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes (Q2568302) (← links)