• Sergey Foss
  • Matthias Schulte
Original languageEnglish
Pages (from-to)432-461
Number of pages30
JournalStochastic Processes and their Applications
Volume142
DOIs
Publication statusPublished - Dec 2021

    Research areas

  • Autoregressive model, Characteristic function, Limiting distribution, Normal distribution, Restart mechanism, Stationary distribution

    OECD FOS+WOS

  • 1.01.XY STATISTICS & PROBABILITY
  • 1.01.PN MATHEMATICS, APPLIED

ID: 34347544