Explicit generating functions are derived for persistence probabilities of MA(1) processes with uniform innovations in every parameter region.
Bray, Satya N
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2025 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Persistence probabilities for MA(1) sequences with uniform innovations
Explicit generating functions are derived for persistence probabilities of MA(1) processes with uniform innovations in every parameter region.