Pages that link to "Item:Q3210630"
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The following pages link to On the First Passage Time of an Autoregressive Process over a Level and an Application to a “Disorder” Problem (Q3210630):
Displaying 11 items.
- On exit times of Levy-driven Ornstein-Uhlenbeck processes (Q945794) (← links)
- Modeling record-breaking stock prices (Q1782591) (← links)
- Ornstein-Uhlenbeck processes for geophysical data analysis (Q1782641) (← links)
- Probabilistic solutions of integral equations from optimal control (Q2168957) (← links)
- Martingales and first passage times of AR(1) sequences (Q3498583) (← links)
- On the Distribution of the Nearly Unstable AR(1) Process with Heavy Tails (Q3566395) (← links)
- Level-crossing probabilities and first-passage times for linear processes (Q4819499) (← links)
- On Maximal Inequalities for Ornstein--Uhlenbeck Processes with Jumps (Q5034428) (← links)
- Exit times for ARMA processes (Q5215062) (← links)
- Detection and Diagnosis of Distribution Changes of Degree Ratio in Complex Networks (Q5265877) (← links)
- On a piece-wise deterministic Markov process model (Q5952112) (← links)
