Random dynamical systems: a review
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This paper provides a review of some results on the stability of random dynamical systems and indicates a number of applications to stochastic growth models, linear and non-linear time series models, statistical estimation of invariant distributions, and random iterations of quadratic maps.
JEL Classification Numbers:
C1, C6, D8, D9.
- Random dynamical systems: a review
Volume 23, Issue 1 , pp 13-38 (2004)
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- Random dynamical systems
- Stochastic growth
- Time series
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