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 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009324788