Title
Analysis of a stochastic difference equation: exit times and invariant distributions
Authors
Year of publication
2010
Published in
Article type
scientific article
Publication language
english
Keywords
EN
- return times
- autoregressive processes
- recurrence
- multivariate normal
Pages (from - to)
69 - 74
License type
CC BY-NC-ND (attribution - noncommercial - no derivatives)
Full text of article
Access level to full text
public
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