The joint distribution of the maximum and minimum of an AR(1) process (Q2344870)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The joint distribution of the maximum and minimum of an AR(1) process |
scientific article |
Statements
The joint distribution of the maximum and minimum of an AR(1) process (English)
0 references
18 May 2015
0 references
autoregressive process
0 references
maximum
0 references
minimum
0 references
joint distribution
0 references
Fredholm kernel
0 references
0 references
0 references
0 references
0 references
0 references
