Trimmed stable AR(1) processes (bibtex)

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},
}