On the First Passage Time of an Autoregressive Process over a Level and an Application to a “Disorder” Problem (Q3210630)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the First Passage Time of an Autoregressive Process over a Level and an Application to a “Disorder” Problem |
scientific article |
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On the First Passage Time of an Autoregressive Process over a Level and an Application to a “Disorder” Problem (English)
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1990
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first passage time
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autoregressive process
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exit time
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disorder problem
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