scientific article; zbMATH DE number 4174045

zbMATH Open0713.60058MaRDI QIDQ3198629FDOQ3198629

Authors: A. Novikov 

Publication date: 1989

Title of this publication is not available (Why is that?)

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zbMATH Keywords

autoregression processesestimates for moments of first upcrossing timesparametric family of martingales

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Martingales with continuous parameter (60G44)

Cited In (1)

• Martingales and first passage times of AR(1) sequences

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