Persistence of autoregressive sequences with logarithmic tails

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: In: Electronic Journal of Probability, 27, S. 154-

Event: Veröffentlichung

(where): Augsburg

(who): Universität Augsburg

(when): 2022

Event: Veröffentlichung

(where): Cleveland, OH

(who): Institute of Mathematical Statistics

(when): 2022

Creator: Denisov, Denis
Hinrichs, Günter
Kolb, Martin
Wachtel, Vitali

DOI: 10.1214/22-ejp879

URN: urn:nbn:de:bvb:384-opus4-1026953

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 14.08.2025, 10:49 AM CEST

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Denisov, Denis
Hinrichs, Günter
Kolb, Martin
Wachtel, Vitali
Universität Augsburg
Institute of Mathematical Statistics

Time of origin

2022

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Large deviations for sums indexed by the generations of a Galton–Watson process

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Persistence of autoregressive sequences with logarithmic tails

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Other Objects (12)

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Limit theorems for probabilities of large deviations of a critical Galton–Watson process having power tails

Ordered random walks with heavy tails

Persistence of one-dimensional AR(1)-sequences

Transition phenomena for ladder epochs of random walks with small negative drift

Local limit theorem for the maximum of asymptotically stable random walks

Green Function for an Asymptotically Stable Random Walk in a Half Space

Universality of local times of killed and reflected random walks

Exit times for integrated random walks

Multi-type subcritical branching processes in a random environment

A unified approach to the heavy-traffic analysis of the maximum of random walks

Large deviations for sums indexed by the generations of a Galton–Watson process

Persistence exponents via perturbation theory : autoregressive and moving average processes

Limit theorems for probabilities of large deviations of a critical Galton–Watson process having power tails

Ordered random walks with heavy tails

Persistence of one-dimensional AR(1)-sequences

Transition phenomena for ladder epochs of random walks with small negative drift

Local limit theorem for the maximum of asymptotically stable random walks

Green Function for an Asymptotically Stable Random Walk in a Half Space

Universality of local times of killed and reflected random walks

Exit times for integrated random walks

Multi-type subcritical branching processes in a random environment

A unified approach to the heavy-traffic analysis of the maximum of random walks

Large deviations for sums indexed by the generations of a Galton–Watson process

Persistence exponents via perturbation theory : autoregressive and moving average processes

Limit theorems for probabilities of large deviations of a critical Galton–Watson process having power tails

Ordered random walks with heavy tails

Persistence of one-dimensional AR(1)-sequences

Transition phenomena for ladder epochs of random walks with small negative drift

Local limit theorem for the maximum of asymptotically stable random walks

Green Function for an Asymptotically Stable Random Walk in a Half Space

Universality of local times of killed and reflected random walks

Exit times for integrated random walks

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A unified approach to the heavy-traffic analysis of the maximum of random walks

Large deviations for sums indexed by the generations of a Galton–Watson process

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