On the marginal distribution of a first 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.

author list (cited authors)

  • Hart, J. D

complete list of authors

  • Hart, Jeffrey D

publication date

  • January 1, 1984 11:11 AM