Exit times for multivariate autoregressive processes (Q2447701)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit times for multivariate autoregressive processes |
scientific article |
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Exit times for multivariate autoregressive processes (English)
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28 April 2014
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autoregressive processes
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exit times
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large deviation principle
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normal distribution
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