The distribution of the maximum of an ARMA(1, 1) process

Christopher S. Withers; Saralees Nadarajah

Comptes Rendus. Mathématique, Volume 358 (2020) no. 8 p. 909-916

A note on bias reduction

Christopher S. Withers; Saralees Nadarajah

Comptes Rendus. Mathématique, Volume 358 (2020) no. 6 p. 641-644