Pages that link to "Item:Q3207850"
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The following pages link to On a stochastic difference equation and a representation of non–negative infinitely divisible random variables (Q3207850):
Displayed 50 items.
- Equilibria in financial markets with heterogeneous agents: a probabilistic perspective (Q556406) (← links)
- A stochastic model for the circulation of restorable materials (Q583750) (← links)
- A species of voter model driven by immigration (Q734696) (← links)
- Continuity properties of decomposable probability measures on Euclidean spaces (Q789803) (← links)
- Explicit stationary distributions for compositions of random functions and products of random matrices (Q805044) (← links)
- Time series with discrete semistable marginals (Q840937) (← links)
- Tail-homogeneity of stationary measures for some multidimensional stochastic recursions (Q842384) (← links)
- On distributional properties of perpetuities (Q842395) (← links)
- Simulating the Dickman distribution (Q844881) (← links)
- Regular variation of order 1 nonlinear AR-ARCH models (Q886112) (← links)
- Queues with service times and interarrival times depending linearly and randomly upon waiting times (Q919730) (← links)
- Effective branching splitting method under cost constraint (Q952828) (← links)
- A semi-parametric Bayesian analysis of survival data based on Lévy-driven processes (Q995969) (← links)
- Kshirsagar-Tan independence property of beta matrices and related characterizations (Q1002549) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- Approximation of the tail probability of randomly weighted sums and applications (Q1004411) (← links)
- A law of large numbers and central limit theorem for the logarithm of an autoregressive process with a stationary driving sequence (Q1017805) (← links)
- Substochastic semigroups and densities of piecewise deterministic Markov processes (Q1029108) (← links)
- Properties of residuals for spatial point processes (Q1029653) (← links)
- Perpetuities with thin tails revisited (Q1049557) (← links)
- A random difference equation (Q1054083) (← links)
- Length laws for random subdivision of longest intervals (Q1082707) (← links)
- Splitting intervals. II: Limit laws for lengths (Q1085512) (← links)
- Random walks generated by affine mappings (Q1102629) (← links)
- On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\). (Q1162761) (← links)
- Stationarity of GARCH processes and of some nonnegative time series (Q1185109) (← links)
- Stationary waiting time derivatives (Q1205368) (← links)
- On the shot-noise streamflow model and its applications (Q1205596) (← links)
- On the simulation of shot noise and some other random variables (Q1244745) (← links)
- Algebraic properties of beta and gamma distributions, and applications (Q1271149) (← links)
- Tail index estimation for dependent data (Q1296719) (← links)
- Asymptotic expansions in sequential estimation for the first-order random coefficient autoregressive model: Regenerative approach (Q1323532) (← links)
- Rank tests for testing the randomness of autoregressive coefficients (Q1336895) (← links)
- The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case (Q1356352) (← links)
- The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator (Q1356370) (← links)
- Minimum distance estimation for random coefficient autoregressive models (Q1365166) (← links)
- A stochastic model for evolution of sociality in insects. (Q1427682) (← links)
- Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
- Renewal theory for functionals of a Markov chain with compact state space. (Q1433900) (← links)
- Asymptotic behavior of posterior distribution of the change-point parameter (Q1611818) (← links)
- Donkey walk and Dirichlet distributions (Q1613036) (← links)
- Extremal behavior of the autoregressive process with ARCH(1) errors (Q1613588) (← links)
- The sample ACF of a simple bilinear process (Q1613623) (← links)
- Integrability of infinite weighted sums of heavy-tailed i.i.d.\ random variables. (Q1766072) (← links)
- Regular variation of GARCH processes. (Q1766073) (← links)
- Discrete semi-stable distributions (Q1768097) (← links)
- Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes (Q1822829) (← links)
- Embedding a stochastic difference equation into a continuous-time process (Q1822836) (← links)
- Markov processes with infinitely divisible limit distributions: some examples (Q1822838) (← links)
- Approximate solution methods for linear stochastic difference equations (Q1838770) (← links)