Exit times for ARMA processes (Q5215062): Difference between revisions

@@ Property / describes a project that uses @@
+astsa
@@ Property / describes a project that uses: astsa / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1017/apr.2018.79
+Normal rank
@@ Property / OpenAlex ID @@
+W2914035064
@@ Property / OpenAlex ID: W2914035064 / rank @@
+Normal rank
@@ Property / cites work @@
+Level-crossing probabilities and first-passage times for linear processes
+Normal rank
@@ Property / cites work @@
+Survival probabilities of autoregressive processes
+Normal rank
@@ Property / cites work @@
+Q3515332
@@ Property / cites work: Q3515332 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3061983
@@ Property / cites work: Q3061983 / rank @@
+Normal rank
@@ Property / cites work @@
+Exit times for multivariate autoregressive processes
+Normal rank
@@ Property / cites work @@
+Large deviations for past-dependent recursions.
@@ Property / cites work: Large deviations for past-dependent recursions. / rank @@
+Normal rank
@@ Property / cites work @@
+On the First Passage Time of an Autoregressive Process over a Level and an Application to a  “Disorder” Problem
+Normal rank
@@ Property / cites work @@
+Martingales and first passage times of AR(1) sequences
+Normal rank
@@ Property / cites work @@
+Q3648015
@@ Property / cites work: Q3648015 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3060353
@@ Property / cites work: Q3060353 / rank @@
+Normal rank