Analysis of a stochastic difference equation: exit times and invariant distributions (Q3061983)
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scientific article; zbMATH DE number 5831340
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| English | Analysis of a stochastic difference equation: exit times and invariant distributions |
scientific article; zbMATH DE number 5831340 |
Statements
3 January 2011
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autoregressive processes
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recurrences
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return times
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multivariate normal
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0.7285200953483582
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0.7111666798591614
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0.7070626616477966
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0.6962171792984009
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0.6962171792984009
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