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Non-standard limits for a family of autoregressive stochastic sequences - MaRDI portal

Non-standard limits for a family of autoregressive stochastic sequences (Q2239265)

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Non-standard limits for a family of autoregressive stochastic sequences
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    Non-standard limits for a family of autoregressive stochastic sequences (English)
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    3 November 2021
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    autoregressive model
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    characteristic function
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    limiting distribution
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    normal distribution
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    restart mechanism
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    stationary distribution
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