Pages that link to "Item:Q1211309"

The following pages link to Random difference equations and renewal theory for products of random matrices (Q1211309):

Displaying 50 items.

• Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
• Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348) (← links)
• Spectral gap properties for linear random walks and Pareto's asymptotics for affine stochastic recursions (Q297434) (← links)
• Large deviations for solutions to stochastic recurrence equations under Kesten's condition (Q359689) (← links)
• Tail homogeneity of invariant measures of multidimensional stochastic recursions in a critical case (Q365715) (← links)
• On fixed points of a generalized multidimensional affine recursion (Q365719) (← links)
• Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
• Local limit theorems for random walks in a 1D random environment (Q368503) (← links)
• The Poincaré map of randomly perturbed periodic motion (Q379918) (← links)
• Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations (Q383194) (← links)
• Extreme-value asymptotics for affine random walks (Q386672) (← links)
• Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793) (← links)
• Tail behavior of solutions of linear recursions on trees (Q424501) (← links)
• On the invariant measure of the random difference equation \(X_{n} = a_{n}x_{n - 1} + b_{n}\) in the critical case (Q424697) (← links)
• Implicit renewal theorem for trees with general weights (Q444354) (← links)
• Efficient rare-event simulation for perpetuities (Q449227) (← links)
• A refined factorization of the exponential law (Q453305) (← links)
• Quenched limit theorems for nearest neighbour random walks in 1D random environment (Q455685) (← links)
• Incomplete market dynamics and cross-sectional distributions (Q472201) (← links)
• \(L_1\)-norm of combinations of products of independent random variables (Q476504) (← links)
• Transition kernels and the conditional extreme value model (Q488095) (← links)
• Statistics for tail processes of Markov chains (Q497485) (← links)
• Financial power laws: empirical evidence, models, and mechanisms (Q508271) (← links)
• On the measurement and treatment of extremes in time series (Q508717) (← links)
• Weak convergence of multivariate partial maxima processes (Q511987) (← links)
• Singular behavior of the leading Lyapunov exponent of a product of random \({2 \times 2}\) matrices (Q521977) (← links)
• Stability of equilibria of randomly perturbed maps (Q523998) (← links)
• Random difference equations with subexponential innovations (Q525896) (← links)
• Matrix refinement type equations (Q545975) (← links)
• Equilibria in financial markets with heterogeneous agents: a probabilistic perspective (Q556406) (← links)
• Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
• The extremogram: a correlogram for extreme events (Q605880) (← links)
• Second order properties of distribution tails and estimation of tail exponents in random difference equations (Q626302) (← links)
• Multivariate linear recursions with Markov-dependent coefficients (Q631617) (← links)
• Renorming divergent perpetuities (Q638760) (← links)
• High-level dependence in time series models (Q650680) (← links)
• Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems (Q655316) (← links)
• Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps (Q662826) (← links)
• On the multidimensional stochastic equation \(Y_{n+1}=A_{n} Y_{n}+B_{n}\) (Q704266) (← links)
• Convergence to stable laws for a class of multidimensional stochastic recursions (Q707599) (← links)
• Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
• Convergence to type I distribution of the extremes of sequences defined by random difference equation (Q719372) (← links)
• Effect of neuromodulation of short-term plasticity on information processing in hippocampal interneuron synapses (Q723702) (← links)
• On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
• A simple proof of heavy tail estimates for affine type Lipschitz recursions (Q730355) (← links)
• Rare event simulation for processes generated via stochastic fixed point equations (Q744388) (← links)
• Random matrix products when the top Lyapunov exponent is simple (Q783728) (← links)
• Explicit stationary distributions for compositions of random functions and products of random matrices (Q805044) (← links)
• Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065) (← links)
• Tail-homogeneity of stationary measures for some multidimensional stochastic recursions (Q842384) (← links)