ON THE MARGINAL DISTRIBUTION OF A 1ST ORDER AUTOREGRESSIVE PROCESS Academic Article uri icon

abstract

  • The question of what marginal distributions are possible for a first order autoregressive process is addressed. Results concerning the possible multimodality of the marginal distribution are obtained. 1984.

published proceedings

  • STATISTICS & PROBABILITY LETTERS

author list (cited authors)

  • HART, J. D.

citation count

  • 6

complete list of authors

  • HART, JD

publication date

  • January 1984