Non-standard limits for a family of autoregressive stochastic sequences Научная публикация

Журнал	Stochastic Processes and their Applications ISSN: 0304-4149
Вых. Данные	Год: 2021, Том: 142, Страницы: 432-461 Страниц : 30 DOI: 10.1016/j.spa.2021.09.006
Ключевые слова	Autoregressive model; Characteristic function; Limiting distribution; Normal distribution; Restart mechanism; Stationary distribution
Авторы	Foss Sergey 1,2,3 , Schulte Matthias 4
Организации	1 Heriot–Watt University 2 Novosibirsk State University 3 Sobolev Institute of Mathematics 4 Hamburg University of Technology