Heavy tails for an alternative stochastic perpetuity model
Mikosch, Thomas, Rezapour, Mohsen, Wintenberger, OlivierLanguage:
english
Journal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2018.12.008
Date:
December, 2018
File:
PDF, 415 KB
english, 2018