4 results
Shapes of stationary autocovariances
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- Journal:
- Journal of Applied Probability / Volume 43 / Issue 4 / December 2006
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- 14 July 2016, pp. 1186-1193
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- December 2006
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Level-crossing probabilities and first-passage times for linear processes
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- Journal:
- Advances in Applied Probability / Volume 36 / Issue 2 / June 2004
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- 01 July 2016, pp. 643-666
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- June 2004
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Calculating the extremal index for a class of stationary sequences
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- Advances in Applied Probability / Volume 23 / Issue 4 / December 1991
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- 01 July 2016, pp. 835-850
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- December 1991
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On the maximal entropy property for ARMA processes and ARMA approximation
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- Advances in Applied Probability / Volume 22 / Issue 3 / September 1990
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- 01 July 2016, pp. 612-626
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- September 1990
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