Hostname: page-component-55f67697df-xq6d9 Total loading time: 0 Render date: 2025-05-11T22:44:07.717Z Has data issue: false hasContentIssue false
  • English
  • Français

TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION—CORRIGENDUM

Published online by Cambridge University Press:  04 April 2025

Brendan K. Beare ,
Won-Ki Seo  and
Alexis Akira Toda
Brendan K. Beare*
Affiliation:
University of Sydney
Won-Ki Seo
Affiliation:
University of Sydney
Alexis Akira Toda
Affiliation:
Emory University
*
Address correspondence to Brendan K. Beare, School of Economics, University of Sydney, Sydney, Australia; e-mail: [email protected].
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
CORRIGENDUM
Information
Econometric Theory , First View , pp. 1 - 4
Copyright
© The Author(s), 2025. Published by Cambridge University Press

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Article purchase

Temporarily unavailable

References

REFERENCES

Beare, B. K., Seo, W.-K., & Toda, A. A. (2022). Tail behavior of stopped Lévy processes with Markov modulation. Econometric Theory , 38(5), 986–1013.CrossRefGoogle Scholar
Beare, B. K., & Toda, A. A. (2022). Determination of Pareto exponents in economic models driven by Markov multiplicative processes. Econometrica , 90(4), 1811–1833.CrossRefGoogle Scholar
Howland, J. S. (1971). Simple poles of operator-valued functions. Journal of Mathematical Analysis and Applications , 36(1), 12–21.CrossRefGoogle Scholar
Keldysh, M. V. (1951). On the characteristic values and characteristic functions of certain classes of non-selfadjoint equations. Doklady Akademii Nauk SSSR , 77, 11–14. (Russian.)Google Scholar
Keldysh, M. V. (1971). On the completeness of the eigenfunctions of some classes of non-selfadjoint equations. Russian Mathematical Surveys , 26(4), 15–44.Google Scholar
Ortega, J. M. (1972). Numerical analysis: A second course . Academic Press. Republished in 1990 by the Society for Industrial and Applied Mathematics.Google Scholar
Schumacher, J. M. (1986). Residue formulas for meromorphic matrices. In Byrnes, C. I., & Lindquist, A. (Eds.), Computational and combinatorial methods in systems theory (pp. 97–111). North-Holland.Google Scholar
Schumacher, J. M. (1991). System-theoretic trends in econometrics. In Antoulas, A. C. (Ed.), Mathematical system theory: The influence of R.E. Kalman (pp. 559–577). Springer.CrossRefGoogle Scholar
Schumacher, J. M. (2024). Keldysh’s theorem revisited. Preprint, https://arxiv.org/abs/2412.15985v1.Google Scholar
Steinberg, S. (1968). Meromorphic families of compact operators. Archive for Rational Mechanics and Analysis , 31(5), 372–379.Google Scholar