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

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

ISSN: 1350-7265

Argitalpen urtea: 2004

Alea: 10

Zenbakia: 4

Orrialdeak: 701-720

Mota: Artikulua

DOI: 10.3150/BJ/1093265637 GOOGLE SCHOLAR lock_openSarbide irekia editor
Datuen iturria: Scopus