Pages that link to "Item:Q3498583"
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The following pages link to Martingales and first passage times of AR(1) sequences (Q3498583):
Displayed 9 items.
- Probabilistic solutions of integral equations from optimal control (Q2168957) (← links)
- Persistence of one-dimensional AR(1)-sequences (Q2297316) (← links)
- Persistence Probabilities and Exponents (Q2807249) (← links)
- Bounding the Risk Probability (Q3305442) (← links)
- A general method for finding the optimal threshold in discrete time (Q5087022) (← links)
- Exit times for ARMA processes (Q5215062) (← links)
- Exit times for some autoregressive processes with non-Gaussian noise distributions (Q5225284) (← links)
- Pairs trading based on statistical variability of the spread process (Q5397471) (← links)
- Persistence for a class of order-one autoregressive processes and Mallows-Riordan polynomials (Q6115210) (← links)