Authors:
Rachev, Svetlozar T.
Samorodnitsky, Gennady
Citation: T. Rachev, Svetlozar et Samorodnitsky, Gennady, Limit laws for a stochastic process and random recursion arising in probabilistic modelling, Advances in applied probability , 27(1), 1995, pp. 185-202
Authors:
Paulauskas, Vygantas
Rachev, Svetlozar T.
Citation: Paulauskas, Vygantas et T. Rachev, Svetlozar, Cointegrated processes with infinite variance innovations, Annals of applied probability , 8(3), 1998, pp. 775-792