Martingales and first passage times of AR(1) sequences (Q3498583)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingales and first passage times of AR(1) sequences |
scientific article |
Statements
Martingales and first passage times of AR(1) sequences (English)
0 references
15 May 2008
0 references
first passage times
0 references
autoregressive processes
0 references
martingales
0 references
exponential boundedness
0 references
0 references
0 references
0 references
