Exit times for some nonlinear autoregressive processes

DOI10.15559/25-VMSTA277MaRDI QIDQ6910384zbMATH OpenFDO

Authors Göran Högnäs, Brita Jung

Publication date 29 October 2025

Published in Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15559/25-VMSTA277

zbMATH Keywords

autoregressive processexit timefirst passage timelarge deviation principleMarkov chain

Mathematics Subject Classification ID

Large deviations (60F10) Sample path properties (60G17) Discrete-time Markov processes on general state spaces (60J05)

Cites work

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• On the lifetime of a size-dependent branching process
• On the quasi-stationary distribution of a stochastic Ricker model
• Survival probabilities of autoregressive processes

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