On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences (Q3556735): Difference between revisions
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Latest revision as of 11:47, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences |
scientific article |
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On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences (English)
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26 April 2010
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first passage time
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autoregressive sequences
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martingales
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exponential boundedness
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optimal stopping
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