scientific article; zbMATH DE number 862390

zbMATH Open0841.60030MaRDI QIDQ4871602FDOQ4871602

Authors: B. A. Èrgashev, A. Novikov 

Publication date: 14 May 1996

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

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• Limit theorems for a family of the first passage times of a parabola by the sums of the squares autoregression process of order one \((AR(1))\)

zbMATH Keywords

law of large numbersprocess with independent incrementsmartingale identitiesfirst passage time of a first-order autoregression process

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Strong limit theorems (60F15) Martingales with continuous parameter (60G44)

Cited In (10)

• On limit distributions of the time of first passage over a high level
• On exit times of Levy-driven Ornstein-Uhlenbeck processes
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• Limits theorem of first passages times to regenerative processes
• On the first passage time for autoregressive processes
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• Martingales and first passage times of AR(1) sequences
• On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences
• On a piece-wise deterministic Markov process model
• Limit theorems for a family of the first passage times of a parabola by the sums of the squares autoregression process of order one \((AR(1))\)

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