Exit times for ARMA processes (Q5215062): Difference between revisions
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scientific article; zbMATH DE number 7163704
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit times for ARMA processes |
scientific article; zbMATH DE number 7163704 |
Statements
Exit times for ARMA processes (English)
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5 February 2020
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ARMA model
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autoregressive
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exit time
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first passage time
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stationary distribution
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