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- Title:
The tail of the stationary distribution of a random coefficient AR(q) model.
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Klüppelberg, C., Pergamenchtchikov, S.
- 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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