TY  - JOUR
AU  - A. A. Novikov
TI  - On the first exit time of an autoregressive process beyond a level and an application to the ``change-point'' problem
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1990
SP  - 282
EP  - 292
VL  - 35
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1990_35_2_a6/
LA  - ru
ID  - TVP_1990_35_2_a6
ER  -