The joint distribution of the maximum and minimum of an AR(1) process (Q2344870)
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scientific article; zbMATH DE number 6436415
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| default for all languages | No label defined |
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| English | The joint distribution of the maximum and minimum of an AR(1) process |
scientific article; zbMATH DE number 6436415 |
Statements
The joint distribution of the maximum and minimum of an AR(1) process (English)
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18 May 2015
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autoregressive process
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maximum
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minimum
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joint distribution
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Fredholm kernel
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0.8195712566375732
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0.8152903914451599
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0.8057125210762024
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0.7823759317398071
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0.7482194304466248
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