We consider the least-squares estimator in a strictly stationary first-order autoregression without an estimated intercept. We study its continuous time asymptotic distribution based on an asymptotic ...

We analyze a heuristic numerical method suggested by V.I. Petviashvili in 1976 for approximation of stationary solutions of nonlinear wave equations. The method is used to construct numerically the ...

Quasi-stationary Distribution (QSD): A probability distribution that remains invariant over time for a Markov process, provided that the process is conditioned on non-absorption.