by Alina Bazarova, István Berkes and Lajos Horváth
Reference:
Alina Bazarova, István Berkes and Lajos Horváth, Trimmed stable AR(1) processes, Stochastic Processes and Applications, 124, 3441-3462, (2014).
Bibtex Entry:
@Article{BazarovaEtAl2014,
author = {Alina Bazarova and Istv{\'a}n Berkes and Lajos Horv{\'a}th},
journal = {Stochastic Processes and Applications},
title = {Trimmed stable {AR}(1) processes},
year = {2014},
pages = {3441-3462},
volume = {124},
doi = {10.1016/j.spa.2014.05.001},
groups = {Project02 (Berkes), Faculty, Student, External},
xxmrnumber = {3231627},
url = {http://www.math.tugraz.at/discrete/publications/projects/files/bazarova_etal_trimmed.pdf},
}