On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences
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Publication:3556735
DOI10.1137/S0040585X97983730zbMATH Open1204.62143MaRDI QIDQ3556735FDOQ3556735
Authors: A. Novikov 
Publication date: 26 April 2010
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Martingales with discrete parameter (60G42) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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