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- W2007321528 abstract "Consider a sequence of n observations from an autoregressive process of order 1 with maximum Mn and minimum mn. We give their joint cumulative distribution function first in terms of n repeated integrals and then, for the case, where the marginal distribution of the observations is absolutely continuous, as a weighted sum of nth powers of eigenvalues of a certain Fredholm kernel. This enables good approximations for the joint distribution when n repeated integrals is not a practical solution." @default.
- W2007321528 created "2016-06-24" @default.
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- W2007321528 date "2015-04-01" @default.
- W2007321528 modified "2023-10-16" @default.
- W2007321528 title "The joint distribution of the maximum and minimum of an AR(1) process" @default.
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- W2007321528 doi "https://doi.org/10.1016/j.spl.2015.01.007" @default.
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