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Volumn 14, Issue 3, 2008, Pages 838-864

Tail probabilities for infinite series of regularly varying random vectors

Author keywords

Infinite series; Linear process; Random sums; Regular variation; Stochastic recursion

Indexed keywords


EID: 53349109164     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/08-BEJ125     Document Type: Article
Times cited : (49)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.