The distribution of the maximum of a first order autoregressive process: the continuous case
Year of publication: |
2011
|
---|---|
Authors: | Withers, Christopher ; Nadarajah, Saralees |
Published in: |
Metrika. - Springer. - Vol. 74.2011, 2, p. 247-266
|
Publisher: |
Springer |
Subject: | Autoregressive process | Fredholm kernel | Maximum |
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