Martingales and first passage times of AR(1) sequences (Q3498583): Difference between revisions
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Revision as of 12:30, 5 March 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)
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15 May 2008
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first passage times
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autoregressive processes
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martingales
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exponential boundedness
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