Pointwise estimates for first passage times of perpetuity sequences
Author:
Funder
NCN
Publisher
Elsevier BV
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference22 articles.
1. On tails of fixed points of the smoothing transform in the boundary case;Buraczewski;Stochastic Process. Appl.,2009
2. Large deviation estimates for exceedance times of perpetuity sequences and their dual processes;Buraczewski;Ann. Probab.,2016
3. A simple proof of heavy tail estimates for affine type Lipschitz recursions;Buraczewski;Stochastic Process. Appl.,2017
4. Stochastic Models with Power-Law Tails: The Equation X=AX+B;Buraczewski,2016
5. Large deviations for solutions to stochastic recurrence equations under Kesten’s condition;Buraczewski;Ann. Probab.,2013
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