On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences (Q3556735)
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scientific article; zbMATH DE number 5701625
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| English | On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences |
scientific article; zbMATH DE number 5701625 |
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On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences (English)
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26 April 2010
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first passage time
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autoregressive sequences
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martingales
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exponential boundedness
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optimal stopping
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0.8448574
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0.8016521
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0.77948904
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0.7635046
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