Trimmed stable AR(1) processes (bibtex)
by Alina Bazarova, István Berkes, Lajos Horváth
Reference:
Alina Bazarova, István Berkes, Lajos Horváth, Trimmed stable AR(1) processes, Stochastic Processes and Applications, 124, 3441-3462, (2014).
Bibtex Entry:
@article{bazarova_berkes_horvath1,
   author  = {Alina Bazarova and Istv{\'a}n Berkes and Lajos Horv{\'a}th},
   title   = {Trimmed stable {AR}(1) processes},
   journal = {Stochastic Processes and Applications},
   volume  = {124},
   pages   = {3441-3462},
   year    = {2014},  
   url     = {http://www.math.tugraz.at/discrete/publications/projects/files/bazarova_etal_trimmed.pdf},
   doi     = {10.1016/j.spa.2014.05.001},
  MRNUMBER = {3231627},
}