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))
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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 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 \((AR (1))\)
Recommendations
- 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 \(AR(1)\)
- scientific article; zbMATH DE number 7638799
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- Limit theorems for the random walk described by the autoregression process of order one
- On the Asymptotical Behavior of One Class of the First Exit Time of a Multidimensional Random Walk
Cites work
- Convergence of stochastic processes
- scientific article; zbMATH DE number 6533343 (Why is no real title available?)
- scientific article; zbMATH DE number 4151536 (Why is no real title available?)
- scientific article; zbMATH DE number 3766893 (Why is no real title available?)
- scientific article; zbMATH DE number 192907 (Why is no real title available?)
- scientific article; zbMATH DE number 7638804 (Why is no real title available?)
- Integral limit theorem for the first passage time for the level of random walk, described with AR (1) sequences
- Nonlinear Markov renewal theory with statistical applications
- On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences
Cited in
(5)- Exit times for multivariate autoregressive processes
- 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
- scientific article; zbMATH DE number 7638799 (Why is no real title available?)
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