Recent content by gokirop

  1. G

    Generalized mean-reverting formula for stationary processes

    Hi all. I am interested in findingliterature on equations that hold for expected mean reverting dynamics. Forexample, I found this for an AR(1) process to hold. (Forgive me but do not knowhow to math type, but I'll try to keep it brief) Suppose we have an stationary AR(1) process...