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    • Fractional moments of solutions to stochastic recurrence equations 

      Mikosch, Thomas; Samorodnitsky, Gennady; Tafakori, Laleh (2012-03-13)
      In this paper we study the fractional moments of the stationary solution to a stochastic recursion. We derive recursive formulas for the fractional moments of the solution. Special attention is given to the case when the ...