Pages that link to "Item:Q3987848"

The following pages link to Moving averages with random coefficients and random coefficient autoregressive models (Q3987848):

Displaying 48 items.

• Ruin probabilities under Sarmanov dependence structure (Q310666) (← links)
• Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486) (← links)
• Approximation of the tail probability of randomly weighted sums of dependent random variables with dominated variation (Q624593) (← links)
• Multivariate linear recursions with Markov-dependent coefficients (Q631617) (← links)
• Asymptotics of stationary solutions of multivariate stochastic recursions with heavy tailed inputs and related limit theorems (Q655316) (← links)
• Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236) (← links)
• Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims (Q744743) (← links)
• The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims (Q882463) (← links)
• Asymptotic properties of the tail distribution and Hill's estimator for shot noise sequence (Q907360) (← links)
• Multivariate Markov-switching ARMA processes with regularly varying noise (Q928854) (← links)
• Estimating the multivariate extremal index function (Q1002535) (← links)
• Tail probabilities for infinite series of regularly varying random vectors (Q1002553) (← links)
• Approximation of the tail probability of randomly weighted sums and applications (Q1004411) (← links)
• Regularly varying multivariate time series (Q1016605) (← links)
• Uniform estimate for maximum of randomly weighted sums with applications to ruin theory (Q1041305) (← links)
• Tail index estimation for dependent data (Q1296719) (← links)
• Insurance risk capital for the Sparre Andersen model with geometric Lévy stochastic returns (Q1936559) (← links)
• The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
• Large portfolio losses in a turbulent market (Q2030632) (← links)
• Ruin probability of a continuous-time model with dependence between insurance and financial risks caused by systematic factors (Q2246476) (← links)
• The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
• Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
• Joint extremal behavior of hidden and observable time series with applications to GARCH processes (Q2340041) (← links)
• Exact upper tail probabilities of random series (Q2344861) (← links)
• On normal approximation of discounted and strongly mixing random variables (Q2376371) (← links)
• Extremes and products of multivariate AC-product risks (Q2442532) (← links)
• The impact on ruin probabilities of the association structure among financial risks (Q2467388) (← links)
• Tail behavior of a threshold autoregressive stochastic volatility model (Q2488465) (← links)
• On the maximum of randomly weighted sums with regularly varying tails (Q2493861) (← links)
• Uniform tail asymptotics for the aggregate claims with stochastic discount in the renewal risk models (Q2516918) (← links)
• Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations (Q2571701) (← links)
• On extremal behavior of aggregation of largest claims (Q2980148) (← links)
• Tail Behavior of Randomly Weighted Sums (Q3167339) (← links)
• Regular Variation of Infinite Series of Processes with Random Coefficients (Q3191887) (← links)
• Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation (Q3619670) (← links)
• Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments (Q4903034) (← links)
• Asymptotics for Weighted Random Sums (Q4906510) (← links)
• Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima (Q5077209) (← links)
• General inverse problems for regular variation (Q5245627) (← links)
• Hidden regular variation of moving average processes with heavy-tailed innovations (Q5245629) (← links)
• Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation (Q5430548) (← links)
• The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance (Q5430560) (← links)
• Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation (Q5478907) (← links)
• Limit Theorems for Moving Averages with Random Coefficients and Heavy-Tailed Noise (Q5489003) (← links)
• Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims (Q6044209) (← links)
• Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance (Q6139327) (← links)
• Uniform approximation for the tail behavior of bidimensional randomly weighted sums (Q6164858) (← links)
• Tail behavior of discounted portfolio loss under upper tail comonotonicity (Q6189846) (← links)