The distribution of the maximum of an ARMA(1,1) process (Q2214476)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The distribution of the maximum of an ARMA(1,1) process |
scientific article |
Statements
The distribution of the maximum of an ARMA(1,1) process (English)
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8 December 2020
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cumulative distribution function
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ARMA(1,1) process
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eigenvalues
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Fredholm kernel
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