Fractional Moments of Solutions to Stochastic Recurrence...

Journal of Applied Probability 2013 / 12 Vol. 50; Iss. 4

Fractional Moments of Solutions to Stochastic Recurrence Equations

Mikosch, Thomas, Samorodnitsky, Gennady, Tafakori, Laleh
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Volume:
50
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.1017/s0021900200013747
Date:
December, 2013
File:
PDF, 139 KB
english, 2013
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