Integral limit theorem for the first passage time for the level of random walk, described with AR (1) sequences
zbMATH Open1311.60033MaRDI QIDQ2870873FDOQ2870873
Authors: F. Rahimov, Fuad J. Azizov, Vugar S. Khalilov 
Publication date: 21 January 2014
Published in: Transactions of National Academy of Sciences of Azerbaijan. Series of Physical-Technical and Mathematical Sciences (Search for Journal in Brave)
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first passage timeautoregressive processintegral limit theoremuniformly continuous in probability (u.c.i.p.)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)
Cited In (6)
- Title not available (Why is that?)
- On asymptotic behavior of the mean value of the family of the first exit time of random walk described by a nonlinear function of first order autoregression process \((AR (1))\)
- On the first passage time for autoregressive processes
- Title not available (Why is that?)
- Title not available (Why is that?)
- On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences
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