Random scale perturbation of an AR(1) process and its properties as a non linear explicit filter

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https://hal.archives-ouvertes.fr/hal-00171875
Contributor : Christine Graffigne <>
Submitted on : Thursday, September 13, 2007 - 2:05:03 PM
Last modification on : Friday, September 20, 2019 - 4:34:02 PM

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  • HAL Id : hal-00171875, version 1

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Valentine Genon-Catalot. Random scale perturbation of an AR(1) process and its properties as a non linear explicit filter. Congrès Dynstoch, 2004, La Manga, Spain. ⟨hal-00171875⟩

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