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Document type:
Zeitschriftenaufsatz
Author(s):
Klüppelberg, C., Pergamenchtchikov, S.
Title:
The tail of the stationary distribution of a random coefficient AR(q) model.
Journal title:
Ann. Appl. Probab.
Year:
2004
Journal volume:
14
Journal issue:
2
Pages contribution:
971-1005
Language:
en
TUM Institution:
Lehrstuhl für Mathematische Statistik
Format:
Text
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