On the first passage time for autoregressive processes (Q3515332)
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scientific article; zbMATH DE number 5304909
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the first passage time for autoregressive processes |
scientific article; zbMATH DE number 5304909 |
Statements
29 July 2008
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orthant probability
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autoregressive time series
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Gaussian quadrature formula
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Markov chains
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taboo probabilities
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0.8461711406707764
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0.8304224014282227
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0.8188928365707397
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