The joint distribution of the maximum and minimum of an AR(1) process
Year of publication: |
2015
|
---|---|
Authors: | Withers, Christopher S. ; Nadarajah, Saralees |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 99.2015, C, p. 77-84
|
Publisher: |
Elsevier |
Subject: | Autoregressive process | Fredholm kernel | Joint distribution | Maximum | Minimum |
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