Martingales and first passage times of AR(1) sequences (Q3498583)

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Martingales and first passage times of AR(1) sequences
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    title
    Martingales and first passage times of AR(1) sequences (English)
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    author
    N. Kordzakhia
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    Alexander Novikov
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    published in
    Stochastics
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    publication date
    15 May 2008
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    zbMATH DE Number
    5275929
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    zbMATH Keywords
    first passage times
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    autoregressive processes
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    martingales
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    exponential boundedness
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