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):
Displaying 50 items.
- Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
- Rough path recursions and diffusion approximations (Q259589) (← links)
- Renewal regime switching and stable limit laws (Q265118) (← links)
- Bounds for the extremal index of stochastic recurrent sequences (Q276636) (← links)
- Weak convergence of renewal shot noise processes in the case of slowly varying normalization (Q277276) (← links)
- Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
- Uniform estimator of the extremal index of stochastic recurrent sequences (Q355296) (← links)
- Approximating perpetuities (Q398787) (← links)
- Refinement equations and distributional fixed points (Q419518) (← links)
- A class of measure-valued Markov chains and Bayesian nonparametrics (Q442087) (← links)
- Bayesian non-parametric mixtures of GARCH(1,1) models (Q454766) (← links)
- Non-causal strictly stationary solutions of random recurrence equations (Q467006) (← links)
- Transition kernels and the conditional extreme value model (Q488095) (← links)
- Continuous-time perpetuities and time reversal of diffusions (Q503390) (← links)
- Random difference equations with subexponential innovations (Q525896) (← links)
- Matrix refinement type equations (Q545975) (← links)
- Geodesics and flows in a Poissonian city (Q549856) (← links)
- Equilibria in financial markets with heterogeneous agents: a probabilistic perspective (Q556406) (← links)
- A stochastic model for the circulation of restorable materials (Q583750) (← links)
- \(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes (Q608213) (← links)
- Multivariate linear recursions with Markov-dependent coefficients (Q631617) (← links)
- Renorming divergent perpetuities (Q638760) (← links)
- Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps (Q662826) (← links)
- Random partitioning models arising from size-biased picking (Q715609) (← 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)
- A simple proof of heavy tail estimates for affine type Lipschitz recursions (Q730355) (← links)
- A species of voter model driven by immigration (Q734696) (← links)
- Rare event simulation for processes generated via stochastic fixed point equations (Q744388) (← 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)
- On the growth rate of a linear stochastic recursion with Markovian dependence (Q887092) (← links)
- On the infinite divisibility of inverse beta distributions (Q888493) (← links)
- A class of probability distributions that is closed with respect to addition as well as multiplication of independent random variables (Q895902) (← links)
- On the stationary tail index of iterated random Lipschitz functions (Q898406) (← links)
- On Mittag-Leffler distributions and related stochastic processes (Q898944) (← links)
- Iterated random functions and slowly varying tails (Q901296) (← 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)
