On large deviations in the Gaussian autoregressive process: Stable, unstable and explosive cases (Q5937012)
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scientific article; zbMATH DE number 1618314
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| English | On large deviations in the Gaussian autoregressive process: Stable, unstable and explosive cases |
scientific article; zbMATH DE number 1618314 |
Statements
On large deviations in the Gaussian autoregressive process: Stable, unstable and explosive cases (English)
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26 March 2002
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autoregressive Gaussian process
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0.8489742875099182
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0.7895919680595398
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0.789591908454895
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0.7826480269432068
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