On a random-coefficient AR(1) process with heavy-tailed...

On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise

Leipus, Remigijus, Paulauskas, Vygantas, Surgailis, Donatas
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Volume:
43
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.1017/s002190020000173x
Date:
June, 2006
File:
PDF, 201 KB
english, 2006
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