Martingales and first passage times of AR(1) sequences (Q3498583): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q492180 |
||
Property / author | |||
Property / author: Q222035 / rank | |||
Revision as of 23:46, 15 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Martingales and first passage times of AR(1) sequences |
scientific article |
Statements
Martingales and first passage times of AR(1) sequences (English)
0 references
15 May 2008
0 references
first passage times
0 references
autoregressive processes
0 references
martingales
0 references
exponential boundedness
0 references