Exit times for some autoregressive processes with non-Gaussian noise distributions (Q5225284): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1090/conm/668/13399 / rank | |||
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| Property / OpenAlex ID: W4246720439 / rank | |||
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| Property / cites work: Persistence Probabilities and Exponents / rank | |||
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| Property / cites work: Survival probabilities of autoregressive processes / rank | |||
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| Property / cites work: Martingales and first passage times of AR(1) sequences / rank | |||
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| Property / cites work: Exit times for multivariate autoregressive processes / rank | |||
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| Property / cites work: Q3648015 / rank | |||
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Latest revision as of 23:43, 19 July 2024
scientific article; zbMATH DE number 7083568
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit times for some autoregressive processes with non-Gaussian noise distributions |
scientific article; zbMATH DE number 7083568 |
Statements
Exit times for some autoregressive processes with non-Gaussian noise distributions (English)
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19 July 2019
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exit times
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autoregressive processes
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stable distributions
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Laplace distribution
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