Survival probabilities of autoregressive processes

Author: Baumgarten Christoph  

Publisher: Edp Sciences

E-ISSN: 1262-3318|18|issue|145-170

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.18, Iss.issue, 2013-11, pp. : 145-170

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Abstract