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

Valentine Genon-Catalot

Communication Dans Un Congrès Année : 2004

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

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Valentine Genon-Catalot

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Mathématiques Appliquées Paris 5

Christine Graffigne : Connectez-vous pour contacter le contributeur

https://hal.science/hal-00171875

Soumis le : jeudi 13 septembre 2007-14:05:03

Dernière modification le : jeudi 11 avril 2024-13:16:13

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hal-00171875 , version 1 (13-09-2007)

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

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