Pages that link to "Item:Q5407021"
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The following pages link to Fractional Moments of Solutions to Stochastic Recurrence Equations (Q5407021):
Displaying 8 items.
- Fractional absolute moments of heavy tailed distributions (Q292942) (← links)
- On the fractional probabilistic Taylor's and mean value theorems (Q309301) (← links)
- On the growth rate of a linear stochastic recursion with Markovian dependence (Q887092) (← links)
- Lyapunov function computation for autonomous linear stochastic differential equations using sum-of-squares programming (Q1671067) (← links)
- Tails of bivariate stochastic recurrence equation with triangular matrices (Q2145773) (← links)
- Discrete sums of geometric Brownian motions, annuities and Asian options (Q2520429) (← links)
- Tail indices for \(AX+B\) recursion with triangular matrices (Q2664524) (← links)
- Componentwise different tail solutions for bivariate stochastic recurrence equations with application to ${\rm GARCH}(1,1)$ processes (Q4614245) (← links)