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"Fractional Moments of Solutions to Stochastic Recurrence Equations."

Thomas Mikosch, Gennady Samorodnitsky, Laleh Tafakori (2013)

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DOI: 10.1017/S0021900200013747

access: closed

type: Journal Article

metadata version: 2020-04-16

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  - journals/jap/MikoschST13
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  - https://dblp.org/rec/journals/jap/MikoschST13
Thomas Mikosch, Gennady Samorodnitsky, Laleh Tafakori:
Fractional Moments of Solutions to Stochastic Recurrence Equations. J. Appl. Probab. 50(4): 969-982 (2013)

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