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Found 1 from your keywords: author=Thomas Mikosch
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Stochastic Models with Power-Law Tails
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Dariusz BuraczewskiEwa DamekThomas Mikosch

The Stochastic Equation. The authors of this text (called DB, ED and TM) started their collaboration with the paper Buraczewski et al. [76] in 2011. We studied large deviations and ruin probabilities for the solution ðXtÞ to Kesten’s stochastic recurrence equation

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978-3-319-29679-1
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