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Fractional moments of solutions to stochastic recurrence equations
Thomas Valentin Mikosch
, Muneya Matsui, Laleh Tafakori
Department of Mathematical Sciences
8
Citations (Scopus)
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Keyphrases
Erlang Distribution
33%
Fractional Moments
100%
Stationary Solution
33%
Mathematics
Erlang Distribution
50%
Numerical Analysis
50%
Stationary Solution
50%