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

zbMATH Open1240.65018MaRDI QIDQ3170513FDOQ3170513

Authors: Georgiana Popovici 

Publication date: 27 September 2011

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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)

Cited In (2)

• On the stationarity of the EAR(2) process: a simulation study
• Title not available (Why is that?)

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