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 ...

Recent interest in stochastic traffic assignment models has been motivated by a need to determine the stationary probability distribution of a network's traffic volumes and by the possibility of using ...

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.