Non-standard limits for a family of autoregressive stochastic sequences Full article

Journal	Stochastic Processes and their Applications ISSN: 0304-4149
Output data	Year: 2021, Volume: 142, Pages: 432-461 Pages count : 30 DOI: 10.1016/j.spa.2021.09.006
Tags	Autoregressive model; Characteristic function; Limiting distribution; Normal distribution; Restart mechanism; Stationary distribution
Authors	Foss Sergey 1,2,3 , Schulte Matthias 4
Affiliations	1 Heriot–Watt University 2 Novosibirsk State University 3 Sobolev Institute of Mathematics 4 Hamburg University of Technology