On the First Entry Time of a ℤ<Subscript>+</Subscript>-valued AR(1) Process
| Year of publication: |
1999
|
|---|---|
| Authors: | Aly, Emad-Eldin ; Bouzar, Nadjib |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 51.1999, 2, p. 359-367
|
| Publisher: |
Springer |
| Subject: | Autoregressive | innovation sequence | martingale | first entry time | Poisson distribution |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616220