Limit theorems for the random walk described by the autoregression process of order one (Q2956099)
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scientific article; zbMATH DE number 6675101
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| English | Limit theorems for the random walk described by the autoregression process of order one |
scientific article; zbMATH DE number 6675101 |
Statements
16 January 2017
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autoregression process of order one
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AR(1)
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random walk
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first passage time
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central limit theorem
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0.9377204179763794
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0.9343640208244324
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0.8974974751472473
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