Exit times for some autoregressive processes with non-Gaussian noise distributions
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Publication:5225284
DOI10.1090/conm/668/13399zbMath1415.60087MaRDI QIDQ5225284
Publication date: 19 July 2019
Published in: Probability on Algebraic and Geometric Structures (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/conm/668/13399
60J05: Discrete-time Markov processes on general state spaces
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