Stochastic Models with Power-Laws Tails: The Equation X=AX+B

Dariusz Buraczewski, Ewa Damek, Thomas Valentin Mikosch

6 Citations (Scopus)
Original languageEnglish
Place of PublicationNew York
PublisherSpringer
Number of pages320
ISBN (Print)978-3-319-29678-4
ISBN (Electronic)978-3-319-29679-1
Publication statusPublished - 2016
SeriesOperations Research and Financial Engineering
ISSN1431-8598
SeriesSpringer Series in Operations Research and Financial Engineering

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