The distribution of the maximum of an ARMA(1,1) process (Q2214476)
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scientific article; zbMATH DE number 7283170
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| default for all languages | No label defined |
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| English | The distribution of the maximum of an ARMA(1,1) process |
scientific article; zbMATH DE number 7283170 |
Statements
The distribution of the maximum of an ARMA(1,1) process (English)
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8 December 2020
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cumulative distribution function
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ARMA(1,1) process
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eigenvalues
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Fredholm kernel
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0.8567684888839722
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0.8435794115066528
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0.8152903914451599
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0.8025895953178406
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0.7813407182693481
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