On the marginal distribution of a first order autoregressive process
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference8 articles.
1. A limit theorem for the maximum of autoregressive processes with uniform marginal distributions;Chernick;Ann. Probab.,1981
2. Robust estimation of the first order autoregressive parameter;Denby;JASA,1979
3. First-order autoregressive gamma sequences and point processes;Gaver;Advances in Applied Probability,1980
4. Non-Gaussian series and series with non-zero means: Practical implications for time series analysis;Lusk;Statist. Probab. Lett.,1982
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1. THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS;Journal of Time Series Analysis;1993-05
2. Generation and analysis of non-Gaussian Markov time series;IEEE Transactions on Signal Processing;1992-04
3. Directionality and Reversibility in Time Series;International Statistical Review / Revue Internationale de Statistique;1991-04
4. The distributional structure of finite moving-average processes;Journal of Applied Probability;1988-06
5. The distributional structure of finite moving-average processes;Journal of Applied Probability;1988-06
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