On the behavior of the AR processes with exponential distribution near the stationarity border: a simulation study

MaRDI QIDQ3170513zbMATH OpenFDO

Authors Georgiana Popovici

Publication date 27 September 2011

zbMATH Keywords

autocorrelation functionautocovariance functionAR processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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