Random scale perturbation of an AR(1) process and its properties as a nonlinear explicit filter

  1. Genon-Catalot, V.
  2. Kessler, M.
Journal:
Bernoulli

ISSN: 1350-7265

Year of publication: 2004

Volume: 10

Issue: 4

Pages: 701-720

Type: Article

DOI: 10.3150/BJ/1093265637 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus