J. Zienkiewicz

activity

20152022

most citedPrecise tail asymptotics of fixed points of the smoothing transform with general weights

14 citations · 15 across the 4 of their papers we have counts for

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2 papers · 1 filter

math.ST2022★ 1 cited

Whittle estimation based on the extremal spectral density of a heavy-tailed random field

Ewa Damek, Thomas Mikosch, Yuwei Zhao +1

We consider a strictly stationary random field on the two-dimensional integer lattice with regularly varying marginal and finite-dimensional distributions. Exploiting the regular v…

math.ST2015★ 14 cited

Precise tail asymptotics of fixed points of the smoothing transform with general weights

D. Buraczewski, E. Damek, J. Zienkiewicz

We consider solutions of the stochastic equation $R =_{d} \sum_{i = 1}^{N} A_{i} R_{i} + B$ , where $N > 1$ is a fixed constant, $A_{i}$ are independent, identically distributed random variables and $R…