Pages that link to "Item:Q3715984"
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The following pages link to The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients (Q3715984):
Displaying 50 items.
- Renewal regime switching and stable limit laws (Q265118) (← links)
- Seeking ergodicity in dynamic economies (Q281412) (← links)
- Tail behavior of solutions of linear recursions on trees (Q424501) (← links)
- On general periodic time-varying bilinear processes (Q429167) (← links)
- Local unit roots and global stationarity of TARMA models (Q430852) (← links)
- Bayesian non-parametric mixtures of GARCH(1,1) models (Q454766) (← links)
- Non-causal strictly stationary solutions of random recurrence equations (Q467006) (← links)
- On exponential functionals of Lévy processes (Q495707) (← links)
- Maximum likelihood estimation and unit root test for first order Random Coefficient AutoRegressive mode (Q538254) (← links)
- Equilibria in financial markets with heterogeneous agents: a probabilistic perspective (Q556406) (← links)
- Multivariate linear recursions with Markov-dependent coefficients (Q631617) (← 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)
- Strong approximation for the sums of squares of augmented GARCH sequences (Q850764) (← links)
- Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach (Q869981) (← links)
- Necessary and sufficient conditions for existence of stationary and periodic solutions of a stochastic difference equation in Hilbert space (Q913369) (← links)
- Queues with service times and interarrival times depending linearly and randomly upon waiting times (Q919730) (← links)
- Multivariate Markov-switching ARMA processes with regularly varying noise (Q928854) (← links)
- Tail behaviour and extremes of two-state Markov-switching autoregressive models (Q945187) (← links)
- Effective branching splitting method under cost constraint (Q952828) (← links)
- A two-state regime switching autoregressive model with an application to river flow analysis (Q997301) (← links)
- Continuous-time GARCH processes (Q997951) (← links)
- Strong approximation for a class of stationary processes (Q1001848) (← links)
- Tail probabilities for infinite series of regularly varying random vectors (Q1002553) (← links)
- Augmented GARCH sequences: Dependence structure and asymptotics (Q1002569) (← links)
- Periodic stationarity of random coefficient periodic autoregressions (Q1012233) (← links)
- A law of large numbers and central limit theorem for the logarithm of an autoregressive process with a stationary driving sequence (Q1017805) (← links)
- An ABS algorithm for a class of systems of stochastic linear equations (Q1034992) (← links)
- Asymptotic theory for explosive random coefficient autoregressive models and inconsistency of a unit root test against a stochastic unit root process (Q1041706) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- Random walks generated by affine mappings (Q1102629) (← links)
- Stationarity of GARCH processes and of some nonnegative time series (Q1185109) (← links)
- Stationary waiting time derivatives (Q1205368) (← links)
- The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case (Q1356352) (← links)
- Augmented GARCH\((p,q)\) process and its diffusion limit (Q1362059) (← links)
- An introduction to stochastic unit-root processes (Q1367137) (← links)
- A stochastic model for evolution of sociality in insects. (Q1427682) (← links)
- EGARCH models with fat tails, skewness and leverage (Q1623534) (← links)
- Stochastic dominance and thick-tailed wealth distributions (Q1651044) (← links)
- Critical thresholds for eventual extinction in randomly disturbed population growth models (Q1659731) (← links)
- The ZD-GARCH model: a new way to study heteroscedasticity (Q1680184) (← links)
- Parameter estimation of Markov switching bilinear model using the (EM) algorithm (Q1680935) (← links)
- Optimal rate for covariance operator estimators of functional autoregressive processes with random coefficients (Q1755118) (← links)
- Regular variation of GARCH processes. (Q1766073) (← links)
- Stability and the Lyapounov exponent of threshold AR-ARCH models (Q1769418) (← links)
- A test of correlation in the random coefficients of an autoregressive process (Q1788724) (← links)
- Eaton's Markov chain, its conjugate partner and \(\mathcal P\)-admissibility (Q1807165) (← links)
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
- Stability of perpetuities (Q1872150) (← links)
- On random coefficient INAR(1) processes (Q1935708) (← links)
