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))

MaRDI QIDQ5050503FDOQ5050503

Authors: Feda G. Rahimov, Irada A. Ibadova, Vugar S. Xalilov 

Publication date: 17 November 2022

Full work available at URL: http://trans.imm.az/volumes/36-1/36-01-14.pdf

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zbMATH Keywords

first exit timerandom walksfirst order autoregression process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites Work

• Convergence of stochastic processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Nonlinear Markov renewal theory with statistical applications
• On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences
• Integral limit theorem for the first passage time for the level of random walk, described with \(AR (1)\) sequences
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (5)

• Exit times for multivariate autoregressive processes
• Title not available (Why is that?)
• On the Asymptotical Behavior of One Class of the First Exit Time of a Multidimensional Random Walk
• Limit theorem for the first passage time of the level by the random walk described by nonlinear function of the autoregression process of order one \(AR(1)\)
• Exit times for some autoregressive processes with non-Gaussian noise distributions

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