scientific article; zbMATH DE number 7638799

MaRDI QIDQ5870049zbMATH OpenFDO

Authors Hilala A. Jafarova, Irada A. Ibadova, Vugar A. Abdurahmanov

Publication date 5 January 2023

Full work available at URL http://trans.imm.az/volumes/35-1/35-01-08.pdf

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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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?)
• 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

(9)

• On the first entry time of a \(\mathbb{Z}_+\)-valued AR(1) process
• Limit theorems for the random walk described by the autoregression process of order one
• scientific article; zbMATH DE number 5666592 (Why is no real title available?)
• scientific article; zbMATH DE number 4151536 (Why is no real title available?)
• On the first passage time for autoregressive processes
• On Distributions of First Passage Times and Optimal Stopping of AR(1) Sequences
• Limit theorems for the family of the first passage time of the level by random walk described by a nonlinear function of the autoregressive process of order one (AR(1))
• Limit theorem for first passage times in the random walk described by the generalization of the autoregressive process
• 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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