搜索结果: 1-1 共查到“理论统计学 Autoregressive process”相关记录1条 . 查询时间(0.049 秒)
The distribution of the maximum of a second order autoregressive process:the continuous case
Autoregressive process Fredholm kernel Maximum
2010/3/9
We give the distribution function of Mn, the maximum of a sequence of n
observations from an autoregressive process of order 2. Solutions are first given in terms
of repeated integrals and then for ...