13 citations · 34 across the 4 of their papers we have counts for
1 paper · 2 filters
Christoph Baumgarten
Given an autoregressive process X of order p (i.e. X_n = a_1 X_{n-1} + ...+ a_p X_{n_p} + Y_n where the random variables Y_1, Y_2, ... are i.i.d.), we study the asymptotic behaviou…